+69.5%
T vs CPAY
+55.3%
+14.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | -2.0% | +3.4% | +1.8% |
| 30D | +7.5% | -0.4% | +7.8% | +7.5% |
| 3M | +14.8% | +16.4% | -1.5% | +12.2% |
| 6M | -1.7% | +23.5% | -25.3% | -5.0% |
| YTD | +8.7% | +35.7% | -27.0% | +2.6% |
| 1Y | -7.5% | +30.2% | -37.6% | -12.1% |
| 3Y | +110.2% | +49.7% | +60.5% | +87.8% |
| All | +69.5% | +55.3% | +14.2% | +43.1% |
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