+17.2%
O vs CPAY
+53.2%
-36.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | -3.3% | +0.6% | -3.9% | -3.5% |
| 3M | -2.8% | +17.0% | -19.9% | -5.6% |
| 6M | -5.8% | +24.1% | -29.9% | -9.7% |
| YTD | +9.4% | +35.7% | -26.3% | +2.3% |
| 1Y | +5.7% | +34.0% | -28.3% | -1.1% |
| 3Y | +27.2% | +50.3% | -23.0% | +12.2% |
| 5Y | +17.2% | +56.7% | -39.5% | -3.1% |
| All | +17.2% | +53.2% | -36.0% | -3.1% |
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