+1,356.8%
PH vs CPAY
+1,748.9%
-392.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | +4.3% | +1.6% | +2.8% | +3.6% |
| 30D | +0.1% | +17.6% | -17.5% | -8.0% |
| 3M | -9.4% | +8.7% | -18.1% | -13.6% |
| 6M | +8.8% | +39.5% | -30.8% | -9.4% |
| YTD | +9.6% | +53.6% | -44.0% | -15.3% |
| 1Y | +14.4% | +63.3% | -48.8% | -14.5% |
| 3Y | +134.5% | +101.7% | +32.8% | +53.8% |
| 5Y | +204.4% | +91.4% | +113.1% | +101.2% |
| 10Y | +697.3% | +221.7% | +475.6% | +311.7% |
| All | +1,356.8% | +1,748.9% | -392.1% | +247.8% |
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 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