+158.9%
REPL vs CPAY
+29.9%
+128.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.0% | +2.1% | -5.0% | -3.0% |
| 30D | +27.1% | +5.5% | +21.6% | +27.0% |
| 3M | +52.4% | +16.6% | +35.8% | +49.0% |
| 6M | +107.4% | +26.7% | +80.8% | +103.3% |
| YTD | +54.7% | +38.4% | +16.4% | +49.4% |
| 1Y | +158.9% | +30.1% | +128.7% | +217.2% |
| All | +158.9% | +29.9% | +128.9% | +217.2% |
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