+59.6%
MUB vs CPAY
+1,524.4%
-1,464.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.7% |
| 30D | -2.0% | +1.3% | -3.3% | -2.0% |
| 3M | -2.5% | +13.5% | -16.0% | -2.8% |
| 6M | -2.3% | +24.7% | -27.1% | -2.8% |
| YTD | -1.3% | +34.9% | -36.2% | -1.9% |
| 1Y | +1.1% | +29.7% | -28.6% | +0.5% |
| 3Y | +8.2% | +49.4% | -41.2% | +7.1% |
| 5Y | +1.5% | +53.5% | -52.0% | +0.2% |
| 10Y | +17.6% | +152.5% | -134.9% | +15.2% |
| All | +59.6% | +1,524.4% | -1,464.8% | +52.0% |
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