-75.5%
QS vs CPAY
+55.4%
-130.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -5.0% | -2.7% | -2.3% | -3.4% |
| 30D | -18.3% | +0.6% | -18.9% | -18.9% |
| 3M | -26.0% | +17.0% | -43.0% | -34.2% |
| 6M | -24.0% | +24.1% | -48.2% | -35.9% |
| YTD | -50.3% | +35.7% | -86.0% | -61.6% |
| 1Y | -38.0% | +34.0% | -72.0% | -52.4% |
| 3Y | -24.6% | +50.3% | -74.9% | -53.5% |
| All | -75.5% | +55.4% | -130.9% | -85.6% |
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