+1,685.2%
MSCI vs CPAY
+1,565.5%
+119.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +0.4% | +2.1% | -1.7% | -0.5% |
| 30D | +0.6% | +5.5% | -5.0% | -1.7% |
| 3M | -7.1% | +16.6% | -23.7% | -12.9% |
| 6M | +0.8% | +26.7% | -25.8% | -9.4% |
| YTD | +1.0% | +38.4% | -37.4% | -13.6% |
| 1Y | +4.3% | +30.1% | -25.8% | -8.9% |
| 3Y | +9.9% | +52.6% | -42.6% | -13.0% |
| 5Y | -6.8% | +59.0% | -65.7% | -28.7% |
| 10Y | +614.7% | +148.4% | +466.3% | +342.2% |
| All | +1,685.2% | +1,565.5% | +119.8% | +398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling