+199.8%
TER vs CPAY
+29.9%
+169.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.4% |
| 7D | +0.6% | +2.1% | -1.5% | +0.8% |
| 30D | -8.3% | +5.5% | -13.8% | -7.8% |
| 3M | -12.2% | +16.6% | -28.8% | -10.4% |
| 6M | +17.0% | +26.7% | -9.6% | +18.6% |
| YTD | +84.6% | +38.4% | +46.2% | +92.7% |
| 1Y | +199.8% | +30.1% | +169.7% | +206.3% |
| All | +199.8% | +29.9% | +169.9% | +206.3% |
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