-34.3%
REPL vs CPAY
+90.1%
-124.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +9.8% | +2.0% | +7.8% | +9.1% |
| 30D | +81.5% | +14.3% | +67.2% | +73.5% |
| 3M | +44.2% | +11.3% | +32.9% | +38.9% |
| 6M | +437.4% | +34.8% | +402.6% | +377.9% |
| YTD | +126.1% | +51.5% | +74.6% | +85.1% |
| 1Y | +143.1% | +59.0% | +84.1% | +94.5% |
| 3Y | +97.8% | +97.2% | +0.6% | +31.5% |
| 5Y | -34.3% | +88.8% | -123.1% | -56.0% |
| All | -34.3% | +90.1% | -124.4% | -56.0% |
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