+11.0%
S vs CPAY
+31.3%
-20.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +0.1% | -2.7% | +2.7% | +0.8% |
| 30D | -11.8% | +0.6% | -12.4% | -11.9% |
| 3M | +33.9% | +17.0% | +16.9% | +28.4% |
| 6M | +40.1% | +24.1% | +16.0% | +31.5% |
| YTD | +32.1% | +35.7% | -3.7% | +23.1% |
| 1Y | +11.0% | +34.0% | -23.0% | +9.4% |
| All | +11.0% | +31.3% | -20.2% | +9.4% |
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