+669.7%
PENG vs CPAY
+206.6%
+463.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.9% |
| 7D | +4.5% | +2.1% | +2.5% | +3.3% |
| 30D | -7.1% | +5.5% | -12.6% | -10.2% |
| 3M | -27.3% | +16.6% | -43.8% | -34.9% |
| 6M | +169.6% | +26.7% | +142.9% | +127.8% |
| YTD | +164.6% | +38.4% | +126.3% | +108.0% |
| 1Y | +109.5% | +30.1% | +79.3% | +68.8% |
| 3Y | +98.9% | +52.6% | +46.3% | +40.4% |
| 5Y | +116.3% | +59.0% | +57.3% | +44.7% |
| All | +669.7% | +206.6% | +463.1% | +232.6% |
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 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