-25.8%
TE vs CPAY
+59.0%
-84.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.4% |
| 7D | +3.8% | +5.7% | -1.9% | +1.9% |
| 30D | -26.2% | +4.2% | -30.4% | -27.2% |
| 3M | -49.7% | +5.6% | -55.3% | -50.8% |
| 6M | -46.5% | +34.7% | -81.1% | -52.7% |
| YTD | -59.1% | +39.1% | -98.2% | -61.1% |
| 1Y | -25.8% | +60.3% | -86.1% | -25.9% |
| All | -25.8% | +59.0% | -84.9% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling