+149.9%
PR vs CPAY
+203.3%
-53.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -12.4% | +11.9% | -24.3% | -17.8% |
| 30D | -6.6% | +15.1% | -21.6% | -13.9% |
| 3M | +7.5% | +16.5% | -9.0% | -1.8% |
| 6M | +10.8% | +33.1% | -22.4% | -6.9% |
| YTD | +57.0% | +52.2% | +4.8% | +18.0% |
| 1Y | +67.9% | +65.6% | +2.3% | +19.6% |
| 3Y | +87.6% | +100.2% | -12.6% | +15.0% |
| 5Y | +220.4% | +87.6% | +132.7% | +101.3% |
| 10Y | +64.8% | +205.3% | -140.4% | +15.0% |
| All | +149.9% | +203.3% | -53.4% | +75.0% |
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 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