+615.1%
RF vs CPAY
+1,738.6%
-1,123.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.3% | +13.1% | -12.7% | -6.4% |
| 30D | +6.2% | +15.5% | -9.3% | -2.2% |
| 3M | -7.8% | +14.7% | -22.5% | -14.9% |
| 6M | +5.9% | +33.6% | -27.7% | -10.7% |
| YTD | +9.0% | +52.7% | -43.7% | -16.9% |
| 1Y | +19.3% | +63.5% | -44.3% | -12.8% |
| 3Y | +116.4% | +98.8% | +17.6% | +37.0% |
| 5Y | +46.0% | +88.6% | -42.5% | -6.7% |
| 10Y | +239.8% | +213.8% | +26.0% | +65.2% |
| All | +615.1% | +1,738.6% | -1,123.5% | +36.2% |
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