-54.1%
REPL vs CPAY
+54.3%
-108.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -9.6% | -2.5% | -7.1% | -8.8% |
| 30D | +5.7% | +1.3% | +4.4% | +5.2% |
| 3M | +56.4% | +13.5% | +42.9% | +47.8% |
| 6M | +67.4% | +24.7% | +42.7% | +49.7% |
| YTD | +48.7% | +34.9% | +13.7% | +27.2% |
| 1Y | +148.3% | +29.7% | +118.6% | +116.1% |
| 3Y | -26.7% | +49.4% | -76.1% | -44.0% |
| 5Y | -54.1% | +53.5% | -107.6% | -67.4% |
| All | -54.1% | +54.3% | -108.5% | -67.4% |
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