+915.6%
MAR vs CPAY
+1,524.4%
-608.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.5% | -2.5% | +2.0% | +0.7% |
| 30D | -4.7% | +1.3% | -6.0% | -5.4% |
| 3M | -15.6% | +13.5% | -29.1% | -21.0% |
| 6M | +1.2% | +24.7% | -23.5% | -10.4% |
| YTD | +7.5% | +34.9% | -27.4% | -9.6% |
| 1Y | +26.6% | +29.7% | -3.1% | +7.9% |
| 3Y | +66.0% | +49.4% | +16.6% | +28.3% |
| 5Y | +154.1% | +53.5% | +100.6% | +90.4% |
| 10Y | +441.9% | +152.5% | +289.4% | +227.3% |
| All | +915.6% | +1,524.4% | -608.7% | +193.5% |
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