-0.3%
PEP vs CPAY
+31.3%
-31.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.4% | -2.7% | +1.3% | -1.3% |
| 30D | -0.2% | +0.6% | -0.8% | -0.2% |
| 3M | -4.3% | +17.0% | -21.3% | -4.5% |
| 6M | -13.2% | +24.1% | -37.3% | -13.4% |
| YTD | -1.9% | +35.7% | -37.6% | -2.1% |
| 1Y | -0.3% | +34.0% | -34.3% | +0.8% |
| All | -0.3% | +31.3% | -31.6% | +0.8% |
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