+239.8%
RF vs CPAY
+203.9%
+35.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.3% | +13.1% | -12.7% | -6.6% |
| 30D | +6.2% | +15.5% | -9.3% | -2.4% |
| 3M | -7.8% | +14.7% | -22.5% | -15.1% |
| 6M | +5.9% | +33.6% | -27.7% | -11.2% |
| YTD | +9.0% | +52.7% | -43.7% | -17.7% |
| 1Y | +19.3% | +63.5% | -44.3% | -13.9% |
| 3Y | +116.4% | +98.8% | +17.6% | +33.5% |
| 5Y | +46.0% | +88.6% | -42.5% | -9.3% |
| 10Y | +239.8% | +213.8% | +26.0% | +85.3% |
| All | +239.8% | +203.9% | +35.9% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling