+78.3%
PR vs CPAY
+28.8%
+49.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.3% |
| 7D | -0.6% | +0.6% | -1.1% | -0.6% |
| 30D | +17.4% | +3.6% | +13.8% | +17.2% |
| 3M | +21.8% | +16.6% | +5.1% | +21.3% |
| 6M | +27.6% | +29.5% | -1.9% | +26.3% |
| YTD | +71.4% | +35.3% | +36.2% | +67.9% |
| 1Y | +78.3% | +30.6% | +47.7% | +69.0% |
| All | +78.3% | +28.8% | +49.6% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling