+657.9%
RF vs CPAY
+1,565.5%
-907.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +1.3% | +2.1% | -0.8% | +0.2% |
| 30D | -3.6% | +5.5% | -9.1% | -6.6% |
| 3M | +8.1% | +16.6% | -8.5% | -1.3% |
| 6M | +11.5% | +26.7% | -15.2% | -4.1% |
| YTD | +15.6% | +38.4% | -22.8% | -6.7% |
| 1Y | +15.7% | +30.1% | -14.5% | -4.0% |
| 3Y | +86.9% | +52.6% | +34.3% | +37.9% |
| 5Y | +89.8% | +59.0% | +30.8% | +33.6% |
| 10Y | +344.7% | +148.4% | +196.3% | +143.9% |
| All | +657.9% | +1,565.5% | -907.6% | +52.9% |
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