+335.4%
RF vs CPAY
+155.3%
+180.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -0.1% |
| 30D | -4.3% | +0.6% | -4.8% | -4.7% |
| 3M | +5.9% | +17.0% | -11.2% | -3.7% |
| 6M | +14.1% | +24.1% | -10.0% | -0.9% |
| YTD | +13.8% | +35.7% | -21.9% | -7.7% |
| 1Y | +15.2% | +34.0% | -18.8% | -6.5% |
| 3Y | +90.6% | +50.3% | +40.3% | +40.0% |
| 5Y | +88.9% | +56.7% | +32.2% | +31.8% |
| All | +335.4% | +155.3% | +180.1% | +159.5% |
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