+70.3%
T vs CPAY
+155.2%
-84.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | -2.0% | +3.4% | +1.9% |
| 30D | +7.5% | -0.4% | +7.8% | +7.5% |
| 3M | +14.8% | +16.4% | -1.5% | +11.0% |
| 6M | -1.7% | +23.5% | -25.3% | -6.7% |
| YTD | +8.7% | +35.7% | -27.0% | +0.2% |
| 1Y | -7.5% | +30.2% | -37.6% | -14.1% |
| 3Y | +110.2% | +49.7% | +60.5% | +83.1% |
| 5Y | +71.6% | +56.6% | +15.1% | +44.5% |
| All | +70.3% | +155.2% | -84.9% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling