+415.3%
PR vs CPAY
+59.0%
+356.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +2.9% | +2.1% | +0.8% | +1.8% |
| 30D | +18.0% | +5.5% | +12.5% | +14.7% |
| 3M | +16.9% | +16.6% | +0.3% | +7.3% |
| 6M | +28.2% | +26.7% | +1.5% | +10.8% |
| YTD | +69.3% | +38.4% | +31.0% | +36.2% |
| 1Y | +69.5% | +30.1% | +39.4% | +40.6% |
| 3Y | +81.7% | +52.6% | +29.1% | +29.9% |
| All | +415.3% | +59.0% | +356.3% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling