+68.5%
MA vs CPAY
+98.3%
-29.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -0.5% | +2.0% | -2.5% | -1.1% |
| 30D | +7.9% | +14.3% | -6.4% | +3.4% |
| 3M | +16.8% | +11.3% | +5.5% | +12.7% |
| 6M | +31.0% | +34.8% | -3.8% | +19.0% |
| YTD | +15.0% | +51.5% | -36.5% | -0.6% |
| 1Y | +17.0% | +59.0% | -42.0% | -0.8% |
| All | +68.5% | +98.3% | -29.8% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling