+292.2%
TER vs CPAY
+48.3%
+243.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.2% |
| 7D | +12.4% | -2.5% | +14.8% | +13.2% |
| 30D | +5.1% | +1.3% | +3.8% | +4.5% |
| 3M | +4.0% | +13.5% | -9.5% | -1.3% |
| 6M | +29.5% | +24.7% | +4.8% | +17.3% |
| YTD | +98.5% | +34.9% | +63.5% | +71.6% |
| 1Y | +234.1% | +29.7% | +204.4% | +193.6% |
| All | +292.2% | +48.3% | +243.9% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling