+1,449.6%
NET vs CPAY
+43.3%
+1,406.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -7.0% | +2.1% | -9.1% | -7.9% |
| 30D | -4.8% | +5.5% | -10.3% | -7.2% |
| 3M | +3.8% | +16.6% | -12.7% | -3.7% |
| 6M | +50.0% | +26.7% | +23.4% | +30.5% |
| YTD | +41.5% | +38.4% | +3.1% | +15.8% |
| 1Y | +32.8% | +30.1% | +2.7% | +11.3% |
| 3Y | +335.9% | +52.6% | +283.3% | +226.3% |
| 5Y | +113.8% | +59.0% | +54.9% | +52.3% |
| All | +1,449.6% | +43.3% | +1,406.2% | +1,011.8% |
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