-46.7%
TOST vs CPAY
+59.7%
-106.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.3% |
| 7D | -0.9% | +0.6% | -1.4% | -1.3% |
| 30D | -3.5% | +3.6% | -7.0% | -6.0% |
| 3M | +38.1% | +16.6% | +21.5% | +22.8% |
| 6M | +9.9% | +29.5% | -19.6% | -12.6% |
| YTD | -6.3% | +35.3% | -41.5% | -29.7% |
| 1Y | -18.3% | +30.6% | -48.9% | -37.4% |
| 3Y | +59.7% | +49.7% | +10.0% | +2.1% |
| All | -46.7% | +59.7% | -106.5% | -71.6% |
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 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