-45.9%
RUN vs CPAY
+29.9%
-75.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | +1.3% | +2.1% | -0.8% | +0.6% |
| 30D | -15.3% | +5.5% | -20.8% | -16.9% |
| 3M | -40.0% | +16.6% | -56.6% | -43.2% |
| 6M | -27.0% | +26.7% | -53.6% | -32.7% |
| YTD | -51.7% | +38.4% | -90.0% | -55.7% |
| 1Y | -45.9% | +30.1% | -76.0% | -51.5% |
| All | -45.9% | +29.9% | -75.8% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling