+24.4%
PAAS vs CPAY
+1,748.9%
-1,724.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | -8.9% | +1.6% | -10.5% | -9.2% |
| 30D | -11.4% | +17.6% | -29.0% | -14.6% |
| 3M | -20.4% | +8.7% | -29.1% | -22.0% |
| 6M | -40.7% | +39.5% | -80.2% | -45.2% |
| YTD | -26.9% | +53.6% | -80.5% | -34.3% |
| 1Y | -3.1% | +63.3% | -66.3% | -14.1% |
| 3Y | +199.3% | +101.7% | +97.5% | +146.6% |
| 5Y | +48.3% | +91.4% | -43.1% | +21.8% |
| 10Y | +197.6% | +221.7% | -24.0% | +112.2% |
| All | +24.4% | +1,748.9% | -1,724.5% | -46.9% |
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