-1.4%
MSCI vs CPAY
+31.3%
-32.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -4.7% | -2.7% | -2.0% | -4.1% |
| 30D | -2.2% | +0.6% | -2.7% | -2.3% |
| 3M | -9.7% | +17.0% | -26.7% | -12.7% |
| 6M | +0.3% | +24.1% | -23.9% | -4.1% |
| YTD | -3.5% | +35.7% | -39.2% | -10.4% |
| 1Y | -1.4% | +34.0% | -35.4% | -4.2% |
| All | -1.4% | +31.3% | -32.6% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling