+70.3%
PAAS vs CPAY
+1,565.5%
-1,495.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -2.9% | +2.1% | -5.0% | -3.3% |
| 30D | +6.8% | +5.5% | +1.3% | +5.4% |
| 3M | -2.9% | +16.6% | -19.5% | -6.4% |
| 6M | -16.4% | +26.7% | -43.1% | -21.1% |
| YTD | 0.0% | +38.4% | -38.3% | -7.9% |
| 1Y | +54.3% | +30.1% | +24.2% | +43.5% |
| 3Y | +230.7% | +52.6% | +178.1% | +190.7% |
| 5Y | +111.6% | +59.0% | +52.7% | +80.9% |
| 10Y | +211.7% | +148.4% | +63.3% | +135.0% |
| All | +70.3% | +1,565.5% | -1,495.1% | -25.5% |
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