+32.6%
NET vs CPAY
+73.2%
-40.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -4.5% |
| 7D | -16.4% | +5.7% | -22.1% | -19.5% |
| 30D | -25.8% | +4.2% | -30.0% | -28.1% |
| 3M | -11.5% | +5.6% | -17.1% | -15.1% |
| 6M | +18.9% | +34.7% | -15.8% | -7.3% |
| YTD | +35.2% | +39.1% | -3.9% | -1.1% |
| 1Y | +14.5% | +60.3% | -45.8% | -26.7% |
| 3Y | +313.8% | +76.9% | +236.9% | +100.3% |
| 5Y | +32.6% | +73.2% | -40.6% | -28.6% |
| All | +32.6% | +73.2% | -40.7% | -28.6% |
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