-53.5%
S vs CPAY
+61.2%
-114.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -2.0% | +1.3% | +0.6% |
| 30D | -11.4% | -0.4% | -11.1% | -11.3% |
| 3M | +33.8% | +16.4% | +17.5% | +21.2% |
| 6M | +39.5% | +23.5% | +16.0% | +20.7% |
| YTD | +31.7% | +35.7% | -4.0% | +4.7% |
| 1Y | +7.0% | +30.2% | -23.2% | -13.5% |
| 3Y | +11.8% | +49.7% | -38.0% | -22.8% |
| 5Y | -69.0% | +56.6% | -125.6% | -80.4% |
| All | -53.5% | +61.2% | -114.7% | -71.1% |
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