+5.6%
MSCI vs CPAY
+89.5%
-83.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.8% |
| 7D | +3.0% | +1.6% | +1.5% | +2.3% |
| 30D | +17.8% | +17.6% | +0.2% | +9.6% |
| 3M | +15.2% | +8.7% | +6.5% | +10.8% |
| 6M | +16.5% | +39.5% | -23.1% | +0.4% |
| YTD | +16.4% | +53.6% | -37.2% | -6.3% |
| 1Y | +16.8% | +63.3% | -46.4% | -9.0% |
| 3Y | +35.8% | +101.7% | -66.0% | -13.0% |
| All | +5.6% | +89.5% | -83.9% | -32.9% |
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