+73.9%
PL vs CPAY
+39.4%
+34.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -13.9% | -2.5% | -11.4% | -12.6% |
| 30D | -25.5% | +1.3% | -26.8% | -26.1% |
| 3M | -44.8% | +13.5% | -58.2% | -49.6% |
| 6M | -33.3% | +24.7% | -58.0% | -42.7% |
| YTD | -12.7% | +34.9% | -47.6% | -30.3% |
| 1Y | +90.9% | +29.7% | +61.2% | +55.6% |
| 3Y | +528.5% | +49.4% | +479.1% | +370.6% |
| 5Y | +72.7% | +53.5% | +19.2% | +16.3% |
| All | +73.9% | +39.4% | +34.6% | +16.8% |
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 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