+911.0%
MKTX vs CPAY
+1,532.9%
-621.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -2.0% | +1.7% | +0.3% |
| 30D | +0.7% | -0.4% | +1.1% | +0.7% |
| 3M | +40.8% | +16.4% | +24.4% | +35.3% |
| 6M | -8.0% | +23.5% | -31.5% | -13.4% |
| YTD | -8.7% | +35.7% | -44.4% | -16.8% |
| 1Y | -11.8% | +30.2% | -42.0% | -19.0% |
| 3Y | -24.0% | +49.7% | -73.8% | -35.3% |
| 5Y | -60.3% | +56.6% | -116.9% | -67.4% |
| 10Y | +5.0% | +153.8% | -148.8% | -30.8% |
| All | +911.0% | +1,532.9% | -621.8% | +218.5% |
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