-49.3%
TE vs CPAY
+55.3%
-104.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -2.0% | +2.2% | +1.4% |
| 30D | -5.9% | -0.4% | -5.6% | -6.2% |
| 3M | -45.6% | +16.4% | -61.9% | -52.6% |
| 6M | -43.4% | +23.5% | -66.9% | -52.3% |
| YTD | -31.0% | +35.7% | -66.6% | -47.2% |
| 1Y | +145.2% | +30.2% | +115.0% | +91.7% |
| 3Y | -24.1% | +49.7% | -73.8% | -47.1% |
| All | -49.3% | +55.3% | -104.6% | -69.1% |
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