+34.3%
MOD vs CPAY
+30.8%
+3.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +3.6% | -2.5% | +6.1% | +3.9% |
| 30D | -2.6% | +1.3% | -3.9% | -2.8% |
| 3M | -33.1% | +13.5% | -46.6% | -34.5% |
| 6M | -7.5% | +24.7% | -32.2% | -11.6% |
| YTD | +39.3% | +34.9% | +4.3% | +30.2% |
| 1Y | +34.3% | +29.7% | +4.6% | +17.4% |
| All | +34.3% | +30.8% | +3.5% | +17.4% |
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