+485.4%
P vs CPAY
+188.5%
+296.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +6.5% | +2.1% | +4.5% | +5.5% |
| 30D | +18.8% | +5.5% | +13.3% | +16.0% |
| 3M | +26.7% | +16.6% | +10.2% | +17.4% |
| 6M | +62.2% | +26.7% | +35.5% | +43.1% |
| YTD | +48.5% | +38.4% | +10.1% | +24.4% |
| 1Y | +26.4% | +30.1% | -3.7% | +7.7% |
| 3Y | +159.4% | +52.6% | +106.8% | +101.2% |
| 5Y | +275.8% | +59.0% | +216.8% | +179.3% |
| 10Y | +732.0% | +148.4% | +583.6% | +393.4% |
| All | +485.4% | +188.5% | +296.8% | +211.4% |
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 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