+71.7%
TER vs CPAY
+89.5%
-17.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -6.0% |
| 7D | +14.4% | +1.6% | +12.8% | +13.6% |
| 30D | -30.6% | +17.6% | -48.2% | -36.1% |
| 3M | -39.2% | +8.7% | -47.9% | -42.1% |
| 6M | -31.3% | +39.5% | -70.8% | -43.2% |
| YTD | +29.1% | +53.6% | -24.5% | -1.4% |
| 1Y | +47.4% | +63.3% | -15.8% | +8.3% |
| 3Y | +191.2% | +101.7% | +89.5% | +75.4% |
| All | +71.7% | +89.5% | -17.8% | +5.2% |
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