+169.5%
PR vs CPAY
+175.7%
-6.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +2.9% | +2.1% | +0.8% | +1.7% |
| 30D | +18.0% | +5.5% | +12.5% | +14.5% |
| 3M | +16.9% | +16.6% | +0.3% | +6.6% |
| 6M | +28.2% | +26.7% | +1.5% | +9.5% |
| YTD | +69.3% | +38.4% | +31.0% | +34.9% |
| 1Y | +69.5% | +30.1% | +39.4% | +38.8% |
| 3Y | +81.7% | +52.6% | +29.1% | +31.1% |
| 5Y | +422.2% | +59.0% | +363.3% | +261.1% |
| 10Y | +110.4% | +148.4% | -38.0% | +55.7% |
| All | +169.5% | +175.7% | -6.3% | +99.9% |
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