+1,520.5%
MOD vs CPAY
+142.6%
+1,377.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | +0.1% |
| 7D | +6.3% | +0.6% | +5.8% | +5.9% |
| 30D | -1.7% | +3.6% | -5.3% | -3.8% |
| 3M | -30.1% | +16.6% | -46.7% | -37.1% |
| 6M | +2.7% | +29.5% | -26.8% | -14.2% |
| YTD | +44.1% | +35.3% | +8.8% | +15.6% |
| 1Y | +38.7% | +30.6% | +8.1% | +12.8% |
| 3Y | +309.8% | +49.7% | +260.0% | +205.6% |
| 5Y | +1,569.7% | +54.4% | +1,515.3% | +1,094.9% |
| 10Y | +1,520.5% | +142.8% | +1,377.7% | +897.5% |
| All | +1,520.5% | +142.6% | +1,377.9% | +897.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling