-27.0%
REPL vs CPAY
+48.3%
-75.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -9.6% | -2.5% | -7.1% | -9.1% |
| 30D | +5.7% | +1.3% | +4.4% | +5.4% |
| 3M | +56.4% | +13.5% | +42.9% | +50.7% |
| 6M | +67.4% | +24.7% | +42.7% | +56.4% |
| YTD | +48.7% | +34.9% | +13.7% | +34.9% |
| 1Y | +148.3% | +29.7% | +118.6% | +128.6% |
| All | -27.0% | +48.3% | -75.3% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling