+83.0%
PL vs CPAY
+42.9%
+40.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | -9.3% | +2.1% | -11.4% | -10.5% |
| 30D | -18.9% | +5.5% | -24.5% | -21.7% |
| 3M | -58.4% | +16.6% | -74.9% | -62.5% |
| 6M | -30.3% | +26.7% | -57.0% | -40.7% |
| YTD | -8.1% | +38.4% | -46.5% | -27.8% |
| 1Y | +180.5% | +30.1% | +150.4% | +127.7% |
| 3Y | +444.1% | +52.6% | +391.5% | +302.1% |
| 5Y | +83.0% | +59.0% | +24.1% | +21.4% |
| All | +83.0% | +42.9% | +40.1% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling