+433.8%
MAR vs CPAY
+155.2%
+278.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.5% | -2.0% | +1.4% | +0.5% |
| 30D | -5.4% | -0.4% | -5.1% | -5.4% |
| 3M | -15.5% | +16.4% | -31.9% | -22.3% |
| 6M | +3.0% | +23.5% | -20.6% | -9.3% |
| YTD | +8.5% | +35.7% | -27.1% | -10.4% |
| 1Y | +26.0% | +30.2% | -4.2% | +5.6% |
| 3Y | +68.6% | +49.7% | +18.9% | +26.4% |
| 5Y | +157.4% | +56.6% | +100.8% | +83.8% |
| All | +433.8% | +155.2% | +278.7% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling