+244.7%
T vs CPAY
+1,524.4%
-1,279.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | +4.6% | +1.3% | +3.3% | +4.3% |
| 3M | +12.2% | +13.5% | -1.3% | +9.3% |
| 6M | -6.5% | +24.7% | -31.2% | -10.9% |
| YTD | +4.9% | +34.9% | -30.1% | -2.5% |
| 1Y | -10.5% | +29.7% | -40.2% | -16.3% |
| 3Y | +104.6% | +49.4% | +55.2% | +81.3% |
| 5Y | +64.2% | +53.5% | +10.7% | +42.0% |
| 10Y | +68.4% | +152.5% | -84.0% | +30.2% |
| All | +244.7% | +1,524.4% | -1,279.6% | +98.6% |
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