+1,354.1%
PH vs CPAY
+1,528.2%
-174.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | -10.8% | +3.6% | -14.4% | -12.6% |
| 3M | +8.5% | +16.6% | -8.2% | -0.4% |
| 6M | +3.9% | +29.5% | -25.5% | -10.8% |
| YTD | +9.4% | +35.3% | -25.8% | -9.5% |
| 1Y | +26.8% | +30.6% | -3.8% | +6.2% |
| 3Y | +140.8% | +49.7% | +91.1% | +84.6% |
| 5Y | +253.8% | +54.4% | +199.4% | +161.0% |
| 10Y | +792.3% | +142.8% | +649.5% | +422.9% |
| All | +1,354.1% | +1,528.2% | -174.1% | +271.5% |
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