+2,757.5%
TER vs CPAY
+1,565.5%
+1,192.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +0.6% | +2.1% | -1.5% | -0.4% |
| 30D | -8.3% | +5.5% | -13.8% | -10.7% |
| 3M | -12.2% | +16.6% | -28.8% | -19.4% |
| 6M | +17.1% | +26.7% | -9.6% | +2.2% |
| YTD | +84.7% | +38.4% | +46.3% | +52.4% |
| 1Y | +199.9% | +30.1% | +169.8% | +152.0% |
| 3Y | +232.8% | +52.6% | +180.2% | +155.1% |
| 5Y | +198.6% | +59.0% | +139.6% | +120.8% |
| 10Y | +1,669.7% | +148.4% | +1,521.4% | +936.0% |
| All | +2,757.5% | +1,565.5% | +1,192.0% | +565.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling