+611.5%
MSCI vs CPAY
+155.3%
+456.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.5% |
| 7D | -4.7% | -2.7% | -2.0% | -3.6% |
| 30D | -2.2% | +0.6% | -2.7% | -2.4% |
| 3M | -9.7% | +17.0% | -26.7% | -15.8% |
| 6M | +0.3% | +24.1% | -23.9% | -9.6% |
| YTD | -3.5% | +35.7% | -39.2% | -17.7% |
| 1Y | -1.4% | +34.0% | -35.4% | -15.8% |
| 3Y | +6.6% | +50.3% | -43.7% | -16.9% |
| 5Y | -10.9% | +56.7% | -67.6% | -33.5% |
| All | +611.5% | +155.3% | +456.2% | +327.3% |
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