-2.1%
TLT vs CPAY
+49.2%
-51.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | -1.3% | +0.6% | -1.9% | -1.4% |
| 3M | -3.7% | +17.0% | -20.8% | -4.6% |
| 6M | -6.4% | +24.1% | -30.5% | -7.5% |
| YTD | -4.5% | +35.7% | -40.2% | -6.4% |
| 1Y | -5.9% | +34.0% | -39.9% | -7.7% |
| All | -2.1% | +49.2% | -51.3% | -8.7% |
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