+117.8%
PENG vs CPAY
+56.4%
+61.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.2% |
| 7D | +7.8% | +0.6% | +7.2% | +7.4% |
| 30D | -12.2% | +3.6% | -15.8% | -13.9% |
| 3M | -20.6% | +16.6% | -37.3% | -28.3% |
| 6M | +180.9% | +29.5% | +151.5% | +138.0% |
| YTD | +162.3% | +35.3% | +127.0% | +113.0% |
| 1Y | +107.3% | +30.6% | +76.6% | +70.0% |
| 3Y | +110.8% | +49.7% | +61.0% | +53.6% |
| 5Y | +117.8% | +54.4% | +63.4% | +43.5% |
| All | +117.8% | +56.4% | +61.4% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling