+32.0%
Q vs CPAY
+41.4%
-9.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +6.6% | -2.5% | +9.1% | +6.7% |
| 30D | -6.6% | +1.3% | -7.9% | -6.6% |
| 3M | -13.2% | +13.5% | -26.7% | -13.5% |
| 6M | +9.9% | +24.7% | -14.8% | +7.8% |
| YTD | +53.9% | +34.9% | +19.0% | +50.9% |
| All | +32.0% | +41.4% | -9.4% | +28.3% |
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