-44.4%
TOST vs CPAY
+79.7%
-124.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | +4.0% | +11.9% | -7.9% | -4.8% |
| 30D | +11.1% | +15.1% | -4.0% | -0.3% |
| 3M | +0.8% | +16.5% | -15.7% | -10.3% |
| 6M | +38.8% | +33.1% | +5.7% | +11.4% |
| YTD | -2.1% | +52.2% | -54.3% | -32.9% |
| 1Y | -6.0% | +65.6% | -71.6% | -40.4% |
| 3Y | +149.8% | +100.2% | +49.6% | +22.0% |
| 5Y | -42.8% | +87.6% | -130.4% | -71.9% |
| All | -44.4% | +79.7% | -124.1% | -72.9% |
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