+538.0%
PM vs CPAY
+1,565.5%
-1,027.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -4.9% | +2.1% | -7.0% | -5.3% |
| 30D | -3.4% | +5.5% | -8.9% | -4.4% |
| 3M | +5.2% | +16.6% | -11.4% | +2.0% |
| 6M | +3.7% | +26.7% | -23.0% | -1.5% |
| YTD | +15.8% | +38.4% | -22.6% | +7.4% |
| 1Y | +17.4% | +30.1% | -12.8% | +9.9% |
| 3Y | +116.9% | +52.6% | +64.3% | +92.0% |
| 5Y | +117.3% | +59.0% | +58.4% | +87.1% |
| 10Y | +193.8% | +148.4% | +45.4% | +127.6% |
| All | +538.0% | +1,565.5% | -1,027.5% | +253.4% |
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