-40.6%
TECH vs CPAY
+89.5%
-130.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | +0.1% | +1.6% | -1.4% | -0.5% |
| 30D | +0.5% | +17.6% | -17.1% | -5.8% |
| 3M | +1.1% | +8.7% | -7.6% | -2.5% |
| 6M | +62.8% | +39.5% | +23.3% | +40.7% |
| YTD | +24.5% | +53.6% | -29.1% | +1.2% |
| 1Y | +20.6% | +63.3% | -42.6% | -4.9% |
| 3Y | +29.5% | +101.7% | -72.2% | -11.5% |
| All | -40.6% | +89.5% | -130.1% | -59.8% |
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