+209.7%
PH vs CPAY
+89.5%
+120.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +4.3% | +1.6% | +2.8% | +3.6% |
| 30D | +0.1% | +17.6% | -17.5% | -7.4% |
| 3M | -9.4% | +8.7% | -18.1% | -13.2% |
| 6M | +8.8% | +39.5% | -30.8% | -8.5% |
| YTD | +9.6% | +53.6% | -44.0% | -14.7% |
| 1Y | +14.4% | +63.3% | -48.8% | -14.2% |
| 3Y | +134.5% | +101.7% | +32.8% | +51.4% |
| All | +209.7% | +89.5% | +120.2% | +102.0% |
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