+39.5%
PL vs CPAY
+58.6%
-19.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.4% |
| 7D | +10.0% | +1.6% | +8.5% | +9.1% |
| 30D | -2.3% | +17.6% | -19.9% | -12.1% |
| 3M | -44.2% | +8.7% | -52.9% | -47.3% |
| 6M | -66.1% | +39.5% | -105.6% | -72.8% |
| YTD | -30.0% | +53.6% | -83.6% | -48.6% |
| 1Y | +21.0% | +63.3% | -42.2% | -14.9% |
| 3Y | +516.5% | +101.7% | +414.8% | +283.9% |
| 5Y | +32.0% | +91.4% | -59.4% | -18.2% |
| All | +39.5% | +58.6% | -19.1% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling