+18.0%
Q vs CPAY
+59.0%
-41.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.1% |
| 7D | -3.3% | +5.7% | -9.0% | -3.3% |
| 30D | -9.7% | +4.2% | -13.9% | -9.7% |
| 3M | -16.1% | +5.6% | -21.7% | -16.2% |
| 6M | -15.7% | +34.7% | -50.4% | -17.8% |
| YTD | +45.7% | +39.1% | +6.6% | +42.8% |
| 1Y | +18.0% | +60.3% | -42.3% | +9.9% |
| All | +18.0% | +59.0% | -41.0% | +9.9% |
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 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