+306.7%
TPR vs CPAY
+144.7%
+162.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -7.3% | -2.5% | -4.8% | -6.0% |
| 30D | -30.7% | +1.3% | -32.0% | -31.7% |
| 3M | -21.6% | +13.5% | -35.1% | -27.8% |
| 6M | -21.3% | +24.7% | -46.0% | -32.2% |
| YTD | -10.2% | +34.9% | -45.1% | -26.8% |
| 1Y | +9.5% | +29.7% | -20.2% | -9.8% |
| 3Y | +280.8% | +49.4% | +231.4% | +176.5% |
| 5Y | +218.7% | +53.5% | +165.2% | +121.1% |
| 10Y | +306.7% | +152.5% | +154.2% | +147.1% |
| All | +306.7% | +144.7% | +162.0% | +147.1% |
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