+171.3%
MS vs CPAY
+99.6%
+71.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +0.8% | +13.1% | -12.3% | -4.1% |
| 30D | -0.7% | +15.5% | -16.2% | -6.4% |
| 3M | -12.4% | +14.7% | -27.0% | -17.3% |
| 6M | -1.7% | +33.6% | -35.4% | -13.5% |
| YTD | +8.0% | +52.7% | -44.7% | -11.7% |
| 1Y | +16.2% | +63.5% | -47.3% | -8.5% |
| 3Y | +171.3% | +98.8% | +72.5% | +89.7% |
| All | +171.3% | +99.6% | +71.7% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling