+580.9%
MOD vs CPAY
+1,731.9%
-1,151.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.5% |
| 7D | -13.9% | +11.9% | -25.8% | -19.9% |
| 30D | -41.5% | +15.1% | -56.6% | -46.6% |
| 3M | -45.7% | +16.5% | -62.3% | -51.0% |
| 6M | -61.1% | +33.1% | -94.3% | -68.1% |
| YTD | -20.5% | +52.2% | -72.7% | -41.1% |
| 1Y | -32.1% | +65.6% | -97.7% | -52.2% |
| 3Y | +146.5% | +100.2% | +46.3% | +53.1% |
| 5Y | +812.7% | +87.6% | +725.1% | +478.8% |
| 10Y | +966.8% | +205.3% | +761.6% | +389.9% |
| All | +580.9% | +1,731.9% | -1,151.0% | +4.3% |
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