+40.4%
MAS vs CPAY
+66.2%
-25.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +3.6% | +13.1% | -9.5% | +0.9% |
| 30D | +23.8% | +15.5% | +8.3% | +20.2% |
| 3M | +14.4% | +14.7% | -0.2% | +11.2% |
| 6M | +19.7% | +33.6% | -13.9% | +12.6% |
| YTD | +36.0% | +52.7% | -16.8% | +23.0% |
| 1Y | +40.4% | +63.5% | -23.2% | +22.9% |
| All | +40.4% | +66.2% | -25.8% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling