+467.2%
TDY vs CPAY
+155.2%
+312.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.1% | -2.0% | +0.8% | -0.3% |
| 30D | -12.0% | -0.4% | -11.7% | -12.1% |
| 3M | -3.2% | +16.4% | -19.5% | -9.6% |
| 6M | -7.9% | +23.5% | -31.4% | -16.9% |
| YTD | +18.2% | +35.7% | -17.4% | +1.4% |
| 1Y | +6.7% | +30.2% | -23.5% | -7.4% |
| 3Y | +47.5% | +49.7% | -2.2% | +16.3% |
| 5Y | +39.5% | +56.6% | -17.1% | +4.7% |
| All | +467.2% | +155.2% | +312.0% | +247.4% |
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