-69.0%
S vs CPAY
+89.5%
-158.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.2% |
| 7D | +2.0% | +1.6% | +0.4% | +1.1% |
| 30D | -2.7% | +17.6% | -20.3% | -12.8% |
| 3M | -6.9% | +8.7% | -15.6% | -12.4% |
| 6M | +38.1% | +39.5% | -1.5% | +10.0% |
| YTD | +48.0% | +53.6% | -5.6% | +7.3% |
| 1Y | +34.5% | +63.3% | -28.8% | -7.7% |
| 3Y | +38.3% | +101.7% | -63.4% | -26.4% |
| All | -69.0% | +89.5% | -158.5% | -82.5% |
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 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