-35.4%
TLT vs CPAY
+55.3%
-90.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.6% | -2.0% | +0.3% | -1.6% |
| 30D | -1.1% | -0.4% | -0.8% | -1.1% |
| 3M | -4.9% | +16.4% | -21.2% | -5.2% |
| 6M | -5.0% | +23.5% | -28.5% | -5.5% |
| YTD | -4.4% | +35.7% | -40.0% | -5.0% |
| 1Y | -6.4% | +30.2% | -36.6% | -7.0% |
| 3Y | -2.0% | +49.7% | -51.7% | -3.0% |
| All | -35.4% | +55.3% | -90.7% | -37.3% |
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