+2,758.5%
MA vs CPAY
+1,724.0%
+1,034.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -0.5% | +2.0% | -2.5% | -1.5% |
| 30D | +7.9% | +14.3% | -6.4% | +1.0% |
| 3M | +16.8% | +11.3% | +5.5% | +10.6% |
| 6M | +31.0% | +34.8% | -3.8% | +12.8% |
| YTD | +15.0% | +51.5% | -36.5% | -8.6% |
| 1Y | +17.0% | +59.0% | -42.0% | -9.3% |
| 3Y | +68.5% | +97.2% | -28.8% | +12.1% |
| 5Y | +85.0% | +88.8% | -3.8% | +23.5% |
| 10Y | +561.3% | +217.3% | +344.0% | +254.0% |
| All | +2,758.5% | +1,724.0% | +1,034.5% | +745.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling