+21.0%
PL vs CPAY
+62.3%
-41.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +10.0% | +1.6% | +8.5% | +9.6% |
| 30D | -2.3% | +17.6% | -19.9% | -6.8% |
| 3M | -44.2% | +8.7% | -52.9% | -45.5% |
| 6M | -66.1% | +39.5% | -105.6% | -69.4% |
| YTD | -30.0% | +53.6% | -83.6% | -37.2% |
| 1Y | +21.0% | +63.3% | -42.2% | +8.7% |
| All | +21.0% | +62.3% | -41.2% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling