+396.0%
TPR vs CPAY
+101.0%
+295.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.7% |
| 7D | -0.3% | +1.6% | -1.8% | -0.9% |
| 30D | +15.1% | +17.6% | -2.5% | +8.1% |
| 3M | +3.5% | +8.7% | -5.2% | +0.1% |
| 6M | +0.4% | +39.5% | -39.1% | -12.8% |
| YTD | +4.6% | +53.6% | -49.0% | -13.8% |
| 1Y | +33.1% | +63.3% | -30.2% | +6.8% |
| 3Y | +396.0% | +101.7% | +294.3% | +224.5% |
| All | +396.0% | +101.0% | +295.0% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling