+73.2%
PR vs CPAY
+92.3%
-19.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.4% |
| 7D | -16.4% | +13.5% | -29.9% | -19.7% |
| 30D | -1.9% | +13.1% | -15.0% | -5.8% |
| 3M | +8.0% | +14.3% | -6.3% | +3.2% |
| 6M | +4.1% | +49.0% | -44.9% | -10.3% |
| YTD | +58.7% | +51.3% | +7.4% | +32.6% |
| 1Y | +75.8% | +63.7% | +12.1% | +40.6% |
| 3Y | +73.2% | +95.0% | -21.8% | +25.2% |
| All | +73.2% | +92.3% | -19.1% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling