+87.1%
PR vs CPAY
+142.6%
-55.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +2.5% |
| 7D | -0.6% | +0.6% | -1.1% | -1.0% |
| 30D | +17.4% | +3.6% | +13.8% | +14.8% |
| 3M | +21.8% | +16.6% | +5.1% | +10.7% |
| 6M | +27.6% | +29.5% | -1.9% | +7.2% |
| YTD | +71.4% | +35.3% | +36.2% | +37.5% |
| 1Y | +78.3% | +30.6% | +47.7% | +44.8% |
| 3Y | +85.5% | +49.7% | +35.7% | +33.9% |
| 5Y | +422.7% | +54.4% | +368.2% | +263.5% |
| 10Y | +87.1% | +142.8% | -55.7% | +39.5% |
| All | +87.1% | +142.6% | -55.4% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling