+228.2%
TER vs CPAY
+54.3%
+173.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.2% |
| 7D | +12.4% | -2.5% | +14.8% | +13.5% |
| 30D | +5.1% | +1.3% | +3.8% | +4.3% |
| 3M | +4.0% | +13.5% | -9.5% | -3.4% |
| 6M | +29.5% | +24.7% | +4.8% | +13.3% |
| YTD | +98.5% | +34.9% | +63.5% | +64.0% |
| 1Y | +234.1% | +29.7% | +204.4% | +179.2% |
| 3Y | +289.0% | +49.4% | +239.6% | +189.4% |
| 5Y | +228.2% | +53.5% | +174.7% | +107.5% |
| All | +228.2% | +54.3% | +173.8% | +107.5% |
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