+455.3%
PL vs CPAY
+92.3%
+363.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.8% | +8.6% | +9.3% |
| 7D | -6.8% | +13.5% | -20.4% | -14.2% |
| 30D | -29.3% | +13.1% | -42.4% | -34.9% |
| 3M | -44.8% | +14.3% | -59.0% | -49.5% |
| 6M | -68.4% | +49.0% | -117.4% | -75.9% |
| YTD | -36.4% | +51.3% | -87.6% | -53.4% |
| 1Y | +0.7% | +63.7% | -63.0% | -30.8% |
| 3Y | +455.3% | +95.0% | +360.3% | +201.6% |
| All | +455.3% | +92.3% | +363.0% | +201.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling