+19.8%
MA vs CPAY
+62.3%
-42.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.0% |
| 7D | +1.3% | +1.6% | -0.3% | +0.9% |
| 30D | +9.6% | +17.6% | -8.0% | +5.4% |
| 3M | +16.8% | +8.7% | +8.1% | +14.3% |
| 6M | +35.2% | +39.5% | -4.3% | +25.2% |
| YTD | +16.6% | +53.6% | -37.0% | +4.8% |
| 1Y | +19.8% | +63.3% | -43.5% | +4.1% |
| All | +19.8% | +62.3% | -42.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling