+136.0%
PENG vs CPAY
+63.6%
+72.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.5% | +9.8% | +10.4% |
| 7D | +1.9% | +10.4% | -8.5% | +3.6% |
| 30D | -37.8% | +16.2% | -53.9% | -36.7% |
| 3M | -14.1% | +13.7% | -27.8% | -12.6% |
| 6M | +13.1% | +35.2% | -22.1% | +11.6% |
| YTD | +151.8% | +53.5% | +98.3% | +134.1% |
| 1Y | +136.0% | +58.9% | +77.1% | +116.6% |
| All | +136.0% | +63.6% | +72.4% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling