+261.9%
MOH vs CPAY
+155.2%
+106.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +1.7% | -2.0% | +3.7% | +2.2% |
| 30D | -0.9% | -0.4% | -0.5% | -0.8% |
| 3M | +5.7% | +16.4% | -10.6% | +2.0% |
| 6M | +39.1% | +23.5% | +15.6% | +31.6% |
| YTD | +17.7% | +35.7% | -18.0% | +7.3% |
| 1Y | +8.4% | +30.2% | -21.8% | -0.3% |
| 3Y | -36.6% | +49.7% | -86.3% | -46.1% |
| 5Y | -19.1% | +56.6% | -75.6% | -34.0% |
| All | +261.9% | +155.2% | +106.7% | +157.3% |
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 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