-0.3%
SPOT vs CPAY
+59.0%
-59.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.1% |
| 7D | +16.6% | +5.7% | +10.8% | +15.6% |
| 30D | +29.9% | +4.2% | +25.7% | +29.2% |
| 3M | +31.3% | +5.6% | +25.7% | +30.4% |
| 6M | +43.2% | +34.7% | +8.5% | +39.6% |
| YTD | +8.1% | +39.1% | -31.0% | +7.2% |
| 1Y | -0.3% | +60.3% | -60.6% | -1.7% |
| All | -0.3% | +59.0% | -59.4% | -1.7% |
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