-32.6%
MOD vs CPAY
+59.0%
-91.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.0% | -24.4% | -21.6% |
| 7D | -31.3% | +5.7% | -37.1% | -31.6% |
| 30D | -46.1% | +4.2% | -50.3% | -46.3% |
| 3M | -51.1% | +5.6% | -56.7% | -51.4% |
| 6M | -62.1% | +34.7% | -96.7% | -64.3% |
| YTD | -26.2% | +39.1% | -65.3% | -31.8% |
| 1Y | -32.6% | +60.3% | -92.8% | -38.4% |
| All | -32.6% | +59.0% | -91.6% | -38.4% |
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