+601.4%
PM vs CPAY
+1,748.9%
-1,147.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | +0.5% | +1.6% | -1.0% | +0.3% |
| 30D | -3.2% | +17.6% | -20.8% | -6.3% |
| 3M | +6.2% | +8.7% | -2.5% | +4.4% |
| 6M | +7.7% | +39.5% | -31.9% | +0.6% |
| YTD | +27.3% | +53.6% | -26.3% | +15.6% |
| 1Y | +32.8% | +63.3% | -30.5% | +18.9% |
| 3Y | +150.0% | +101.7% | +48.3% | +108.4% |
| 5Y | +164.2% | +91.4% | +72.9% | +119.1% |
| 10Y | +265.7% | +221.7% | +44.0% | +170.9% |
| All | +601.4% | +1,748.9% | -1,147.5% | +280.3% |
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 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