-68.9%
S vs CPAY
+53.2%
-122.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | +0.1% | -2.7% | +2.7% | +1.8% |
| 30D | -11.8% | +0.6% | -12.4% | -12.2% |
| 3M | +33.9% | +17.0% | +16.9% | +20.5% |
| 6M | +40.1% | +24.1% | +16.0% | +20.4% |
| YTD | +32.1% | +35.7% | -3.7% | +4.4% |
| 1Y | +11.0% | +34.0% | -23.0% | -12.6% |
| 3Y | +16.9% | +50.3% | -33.3% | -20.6% |
| 5Y | -68.9% | +56.7% | -125.6% | -80.6% |
| All | -68.9% | +53.2% | -122.1% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling