+604.3%
MTUM vs CPAY
+449.4%
+154.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | -2.4% | -0.4% | -2.1% | -2.5% |
| 3M | -3.6% | +16.4% | -20.0% | -9.0% |
| 6M | +23.7% | +23.5% | +0.1% | +13.8% |
| YTD | +22.9% | +35.7% | -12.7% | +8.6% |
| 1Y | +21.8% | +30.2% | -8.4% | +8.6% |
| 3Y | +114.4% | +49.7% | +64.7% | +78.8% |
| 5Y | +79.6% | +56.6% | +23.0% | +44.3% |
| 10Y | +356.2% | +153.8% | +202.5% | +202.6% |
| All | +604.3% | +449.4% | +154.9% | +282.2% |
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 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