+301.4%
O vs CPAY
+1,528.2%
-1,226.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.2% |
| 7D | -0.6% | +0.6% | -1.1% | -0.7% |
| 30D | -2.0% | +3.6% | -5.5% | -2.9% |
| 3M | +3.0% | +16.6% | -13.6% | -1.2% |
| 6M | -3.6% | +29.5% | -33.1% | -10.6% |
| YTD | +12.1% | +35.3% | -23.2% | +1.9% |
| 1Y | +8.9% | +30.6% | -21.8% | -0.4% |
| 3Y | +30.3% | +49.7% | -19.4% | +11.4% |
| 5Y | +13.7% | +54.4% | -40.7% | -5.9% |
| 10Y | +50.3% | +142.8% | -92.5% | +11.8% |
| All | +301.4% | +1,528.2% | -1,226.8% | +89.7% |
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