-85.1%
OPEN vs CPAY
+53.2%
-138.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.2% |
| 7D | -10.5% | -2.7% | -7.9% | -8.1% |
| 30D | -21.8% | +0.6% | -22.4% | -22.3% |
| 3M | -37.5% | +17.0% | -54.5% | -47.4% |
| 6M | -44.1% | +24.1% | -68.2% | -57.3% |
| YTD | -52.0% | +35.7% | -87.7% | -68.2% |
| 1Y | -52.2% | +34.0% | -86.2% | -68.0% |
| 3Y | -25.9% | +50.3% | -76.2% | -62.3% |
| 5Y | -85.1% | +56.7% | -141.7% | -93.1% |
| All | -85.1% | +53.2% | -138.2% | -93.1% |
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