+519.7%
MOD vs CPAY
+1,720.6%
-1,200.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +4.7% |
| 7D | -25.5% | +13.5% | -39.1% | -31.3% |
| 30D | -49.0% | +13.1% | -62.1% | -53.0% |
| 3M | -49.8% | +14.3% | -64.1% | -54.2% |
| 6M | -64.8% | +49.0% | -113.8% | -73.1% |
| YTD | -27.6% | +51.3% | -78.9% | -46.3% |
| 1Y | -35.2% | +63.7% | -98.9% | -54.1% |
| 3Y | +137.1% | +95.0% | +42.1% | +49.4% |
| 5Y | +760.3% | +86.0% | +674.3% | +448.0% |
| 10Y | +938.8% | +203.3% | +735.5% | +378.5% |
| All | +519.7% | +1,720.6% | -1,200.9% | -4.8% |
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