+662.8%
PENG vs CPAY
+199.7%
+463.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.4% |
| 7D | +7.8% | +0.6% | +7.2% | +7.4% |
| 30D | -12.2% | +3.6% | -15.8% | -14.2% |
| 3M | -20.6% | +16.6% | -37.3% | -29.3% |
| 6M | +180.9% | +29.5% | +151.5% | +134.0% |
| YTD | +162.3% | +35.3% | +127.0% | +108.8% |
| 1Y | +107.3% | +30.6% | +76.6% | +66.3% |
| 3Y | +110.8% | +49.7% | +61.0% | +50.2% |
| 5Y | +117.8% | +54.4% | +63.4% | +48.4% |
| All | +662.8% | +199.7% | +463.1% | +233.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling