-45.4%
TOST vs CPAY
+81.3%
-126.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.6% |
| 7D | -3.6% | +10.4% | -13.9% | -10.9% |
| 30D | +8.9% | +16.2% | -7.3% | -2.9% |
| 3M | -2.2% | +13.7% | -16.0% | -11.4% |
| 6M | +41.0% | +35.2% | +5.7% | +11.8% |
| YTD | -4.0% | +53.5% | -57.5% | -34.6% |
| 1Y | -9.6% | +58.9% | -68.5% | -40.4% |
| 3Y | +141.7% | +99.8% | +41.9% | +18.6% |
| 5Y | -29.5% | +93.3% | -122.7% | -65.6% |
| All | -45.4% | +81.3% | -126.7% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling