+1,851.9%
TER vs CPAY
+155.2%
+1,696.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +6.4% | -2.0% | +8.3% | +7.3% |
| 30D | -5.7% | -0.4% | -5.3% | -5.8% |
| 3M | -0.4% | +16.4% | -16.8% | -9.0% |
| 6M | +25.8% | +23.5% | +2.3% | +10.4% |
| YTD | +96.4% | +35.7% | +60.8% | +62.1% |
| 1Y | +229.2% | +30.2% | +199.1% | +174.6% |
| 3Y | +288.1% | +49.7% | +238.4% | +195.2% |
| 5Y | +219.9% | +56.6% | +163.4% | +132.8% |
| All | +1,851.9% | +155.2% | +1,696.8% | +1,082.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling