+21.1%
PL vs CPAY
+86.4%
-65.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.8% | +8.6% | +9.2% |
| 7D | -6.8% | +13.5% | -20.4% | -14.7% |
| 30D | -29.3% | +13.1% | -42.4% | -35.2% |
| 3M | -44.8% | +14.3% | -59.0% | -49.8% |
| 6M | -68.4% | +49.0% | -117.4% | -76.2% |
| YTD | -36.4% | +51.3% | -87.6% | -53.9% |
| 1Y | +0.7% | +63.7% | -63.0% | -31.4% |
| 3Y | +455.3% | +95.0% | +360.3% | +234.4% |
| All | +21.1% | +86.4% | -65.3% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling