+68.6%
MAR vs CPAY
+49.1%
+19.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.5% | -2.0% | +1.4% | +0.1% |
| 30D | -5.4% | -0.4% | -5.1% | -5.4% |
| 3M | -15.5% | +16.4% | -31.9% | -20.3% |
| 6M | +3.0% | +23.5% | -20.6% | -5.6% |
| YTD | +8.5% | +35.7% | -27.1% | -5.3% |
| 1Y | +26.0% | +30.2% | -4.2% | +11.7% |
| 3Y | +68.6% | +49.7% | +18.9% | +44.8% |
| All | +68.6% | +49.1% | +19.5% | +44.8% |
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