-45.7%
TOST vs CPAY
+63.4%
-109.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.7% |
| 7D | -3.4% | +2.1% | -5.5% | -4.9% |
| 30D | -2.4% | +5.5% | -8.0% | -6.4% |
| 3M | +34.6% | +16.6% | +18.0% | +19.7% |
| 6M | +15.2% | +26.7% | -11.5% | -6.6% |
| YTD | -4.4% | +38.4% | -42.8% | -29.5% |
| 1Y | -17.4% | +30.1% | -47.6% | -36.2% |
| 3Y | +54.5% | +52.6% | +1.9% | -2.6% |
| All | -45.7% | +63.4% | -109.1% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling