+268.9%
P vs CPAY
+54.3%
+214.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +5.0% | -2.5% | +7.5% | +6.1% |
| 30D | -0.9% | +1.3% | -2.2% | -1.5% |
| 3M | +38.7% | +13.5% | +25.2% | +30.5% |
| 6M | +54.4% | +24.7% | +29.7% | +38.0% |
| YTD | +44.8% | +34.9% | +9.9% | +23.6% |
| 1Y | +22.5% | +29.7% | -7.2% | +5.5% |
| 3Y | +148.2% | +49.4% | +98.8% | +96.1% |
| 5Y | +268.9% | +53.5% | +215.4% | +174.4% |
| All | +268.9% | +54.3% | +214.6% | +174.4% |
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