+7.3%
MSCI vs CPAY
+49.5%
-42.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -3.1% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | -1.7% | +3.6% | -5.3% | -2.8% |
| 3M | -8.2% | +16.6% | -24.9% | -12.4% |
| 6M | -2.4% | +29.5% | -31.9% | -10.0% |
| YTD | -2.8% | +35.3% | -38.1% | -12.6% |
| 1Y | -2.7% | +30.6% | -33.3% | -11.6% |
| 3Y | +7.3% | +49.7% | -42.4% | -6.3% |
| All | +7.3% | +49.5% | -42.2% | -6.3% |
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 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