-18.7%
OPEN vs CPAY
+48.3%
-67.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.1% |
| 7D | -2.9% | -2.5% | -0.4% | -1.2% |
| 30D | -13.8% | +1.3% | -15.1% | -14.5% |
| 3M | -30.9% | +13.5% | -44.4% | -37.3% |
| 6M | -40.9% | +24.7% | -65.7% | -50.7% |
| YTD | -48.5% | +34.9% | -83.5% | -60.8% |
| 1Y | -50.9% | +29.7% | -80.6% | -61.0% |
| All | -18.7% | +48.3% | -67.0% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling