+143.8%
REPL vs CPAY
+62.3%
+81.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.3% |
| 7D | +1.2% | +1.6% | -0.3% | +1.3% |
| 30D | +92.2% | +17.6% | +74.6% | +93.7% |
| 3M | +44.1% | +8.7% | +35.4% | +44.7% |
| 6M | +313.0% | +39.5% | +273.5% | +310.5% |
| YTD | +125.2% | +53.6% | +71.6% | +129.0% |
| 1Y | +143.8% | +63.3% | +80.5% | +148.9% |
| All | +143.8% | +62.3% | +81.5% | +148.9% |
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