-41.8%
TECH vs CPAY
+54.3%
-96.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -2.5% | +2.4% | +0.9% |
| 30D | +0.3% | +1.3% | -1.0% | -0.4% |
| 3M | +32.9% | +13.5% | +19.5% | +25.4% |
| 6M | +32.1% | +24.7% | +7.3% | +18.9% |
| YTD | +23.4% | +34.9% | -11.6% | +6.0% |
| 1Y | +34.1% | +29.7% | +4.4% | +16.8% |
| 3Y | +2.2% | +49.4% | -47.2% | -19.1% |
| 5Y | -41.8% | +53.5% | -95.3% | -57.9% |
| All | -41.8% | +54.3% | -96.1% | -57.9% |
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 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