+214.8%
TER vs CPAY
+31.3%
+183.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | +9.4% | -2.7% | +12.0% | +9.1% |
| 30D | -2.4% | +0.6% | -3.0% | -2.4% |
| 3M | +6.5% | +17.0% | -10.5% | +8.3% |
| 6M | +23.2% | +24.1% | -1.0% | +24.8% |
| YTD | +91.5% | +35.7% | +55.7% | +99.5% |
| 1Y | +214.8% | +34.0% | +180.8% | +230.4% |
| All | +214.8% | +31.3% | +183.5% | +230.4% |
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 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