+1,957.0%
MSCI vs CPAY
+1,748.9%
+208.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.8% |
| 7D | +3.0% | +1.6% | +1.5% | +2.4% |
| 30D | +17.8% | +17.6% | +0.2% | +10.0% |
| 3M | +15.2% | +8.7% | +6.5% | +11.1% |
| 6M | +16.5% | +39.5% | -23.1% | +1.3% |
| YTD | +16.4% | +53.6% | -37.2% | -4.8% |
| 1Y | +16.8% | +63.3% | -46.4% | -7.1% |
| 3Y | +35.8% | +101.7% | -66.0% | -4.7% |
| 5Y | +7.0% | +91.4% | -84.4% | -24.0% |
| 10Y | +818.6% | +221.7% | +596.9% | +417.9% |
| All | +1,957.0% | +1,748.9% | +208.2% | +448.9% |
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 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