+106.1%
T vs CPAY
+49.2%
+56.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.4% | -2.7% | +0.2% | -2.3% |
| 30D | +4.3% | +0.6% | +3.7% | +4.2% |
| 3M | +11.6% | +17.0% | -5.5% | +10.3% |
| 6M | -5.6% | +24.1% | -29.7% | -7.0% |
| YTD | +6.6% | +35.7% | -29.2% | +3.4% |
| 1Y | -8.4% | +34.0% | -42.4% | -11.1% |
| All | +106.1% | +49.2% | +56.9% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling