+648.6%
P vs CPAY
+155.3%
+493.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -4.1% | -2.7% | -1.5% | -3.0% |
| 30D | -14.0% | +0.6% | -14.5% | -14.3% |
| 3M | +41.4% | +17.0% | +24.4% | +30.6% |
| 6M | +54.2% | +24.1% | +30.0% | +37.1% |
| YTD | +40.4% | +35.7% | +4.7% | +18.3% |
| 1Y | +16.0% | +34.0% | -18.1% | -2.8% |
| 3Y | +140.7% | +50.3% | +90.4% | +87.2% |
| 5Y | +256.3% | +56.7% | +199.7% | +165.2% |
| All | +648.6% | +155.3% | +493.3% | +362.0% |
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 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