+18.9%
NET vs CPAY
+36.9%
-18.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -1.0% |
| 7D | -16.4% | +5.7% | -22.1% | -13.7% |
| 30D | -25.8% | +4.2% | -30.0% | -24.0% |
| 3M | -11.5% | +5.6% | -17.1% | -8.1% |
| 6M | +18.9% | +34.7% | -15.8% | +68.9% |
| All | +18.9% | +36.9% | -18.0% | +68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling