+240.4%
PEP vs CPAY
+1,565.5%
-1,325.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.4% | +2.1% | -3.5% | -1.7% |
| 30D | +0.2% | +5.5% | -5.3% | -0.7% |
| 3M | -1.1% | +16.6% | -17.7% | -3.6% |
| 6M | -13.5% | +26.7% | -40.1% | -17.0% |
| YTD | -1.2% | +38.4% | -39.5% | -7.1% |
| 1Y | -1.6% | +30.1% | -31.7% | -6.7% |
| 3Y | -12.5% | +52.6% | -65.1% | -20.7% |
| 5Y | +3.0% | +59.0% | -55.9% | -8.7% |
| 10Y | +73.9% | +148.4% | -74.5% | +40.7% |
| All | +240.4% | +1,565.5% | -1,325.1% | +116.5% |
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 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