+24.5%
Q vs CPAY
+61.0%
-36.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.5% |
| 7D | +1.2% | +1.6% | -0.4% | +1.2% |
| 30D | -2.7% | +17.6% | -20.3% | -2.6% |
| 3M | -16.9% | +8.7% | -25.6% | -16.6% |
| 6M | -26.9% | +39.5% | -66.4% | -27.7% |
| YTD | +45.2% | +53.6% | -8.4% | +42.7% |
| 1Y | +38.1% | +63.3% | -25.1% | +34.6% |
| All | +24.5% | +61.0% | -36.5% | +21.3% |
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