+41.8%
TGT vs CPAY
+49.1%
-7.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | -2.0% | -3.3% | -4.7% |
| 30D | +1.2% | -0.4% | +1.5% | +1.3% |
| 3M | +18.4% | +16.4% | +2.0% | +13.2% |
| 6M | +33.4% | +23.5% | +9.9% | +24.7% |
| YTD | +63.8% | +35.7% | +28.2% | +46.6% |
| 1Y | +77.2% | +30.2% | +47.0% | +60.8% |
| 3Y | +41.8% | +49.7% | -7.9% | +14.6% |
| All | +41.8% | +49.1% | -7.3% | +14.6% |
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