-53.2%
S vs CPAY
+64.4%
-117.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | -7.7% | +2.1% | -9.8% | -9.0% |
| 30D | -5.3% | +5.5% | -10.9% | -8.6% |
| 3M | +20.3% | +16.6% | +3.7% | +8.7% |
| 6M | +47.4% | +26.7% | +20.7% | +25.3% |
| YTD | +32.5% | +38.4% | -5.8% | +4.1% |
| 1Y | +9.5% | +30.1% | -20.6% | -11.3% |
| 3Y | +15.5% | +52.6% | -37.1% | -21.1% |
| 5Y | -71.2% | +59.0% | -130.2% | -82.0% |
| All | -53.2% | +64.4% | -117.6% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling