+87.0%
RF vs CPAY
+54.3%
+32.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.1% | -2.5% | +2.3% | +1.1% |
| 30D | -4.0% | +1.3% | -5.3% | -4.7% |
| 3M | +5.6% | +13.5% | -7.9% | -1.3% |
| 6M | +13.1% | +24.7% | -11.7% | -0.3% |
| YTD | +13.6% | +34.9% | -21.4% | -5.3% |
| 1Y | +16.0% | +29.7% | -13.7% | -1.7% |
| 3Y | +90.2% | +49.4% | +40.8% | +44.2% |
| 5Y | +87.0% | +53.5% | +33.5% | +34.7% |
| All | +87.0% | +54.3% | +32.7% | +34.7% |
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