+50.7%
O vs CPAY
+155.2%
-104.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.3% |
| 30D | -4.5% | -0.4% | -4.2% | -4.5% |
| 3M | -2.6% | +16.4% | -19.0% | -7.2% |
| 6M | -5.6% | +23.5% | -29.1% | -12.3% |
| YTD | +9.3% | +35.7% | -26.4% | -2.5% |
| 1Y | +4.3% | +30.2% | -25.9% | -6.1% |
| 3Y | +27.4% | +49.7% | -22.3% | +4.8% |
| 5Y | +17.1% | +56.6% | -39.5% | -8.1% |
| All | +50.7% | +155.2% | -104.4% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling