-0.8%
REPL vs CPAY
+89.9%
-90.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.0% | +2.1% | -5.0% | -3.8% |
| 30D | +27.1% | +5.5% | +21.6% | +24.5% |
| 3M | +52.4% | +16.6% | +35.8% | +40.9% |
| 6M | +107.4% | +26.7% | +80.8% | +79.5% |
| YTD | +54.7% | +38.4% | +16.4% | +26.9% |
| 1Y | +158.9% | +30.1% | +128.7% | +118.0% |
| 3Y | -23.7% | +52.6% | -76.3% | -44.1% |
| 5Y | -54.3% | +59.0% | -113.3% | -68.0% |
| All | -0.8% | +89.9% | -90.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling