-22.3%
MOH vs CPAY
+55.3%
-77.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +1.7% | -2.0% | +3.7% | +1.8% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | +5.7% | +16.4% | -10.6% | +4.7% |
| 6M | +39.1% | +23.5% | +15.6% | +37.1% |
| YTD | +17.7% | +35.7% | -18.0% | +14.0% |
| 1Y | +8.4% | +30.2% | -21.8% | +5.4% |
| 3Y | -36.6% | +49.7% | -86.3% | -41.1% |
| All | -22.3% | +55.3% | -77.6% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling