+547.6%
P vs CPAY
+216.0%
+331.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.9% |
| 7D | +17.8% | +2.0% | +15.8% | +16.8% |
| 30D | -29.9% | +14.3% | -44.1% | -34.7% |
| 3M | -1.2% | +11.3% | -12.5% | -7.0% |
| 6M | +32.1% | +34.8% | -2.7% | +13.0% |
| YTD | +64.3% | +51.5% | +12.8% | +30.6% |
| 1Y | +24.3% | +59.0% | -34.8% | -4.0% |
| 3Y | +203.2% | +97.2% | +106.0% | +106.0% |
| 5Y | +290.4% | +88.8% | +201.6% | +165.8% |
| 10Y | +680.9% | +217.3% | +463.5% | +316.7% |
| All | +547.6% | +216.0% | +331.7% | +227.0% |
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 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