+293.7%
TPR vs CPAY
+49.5%
+244.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.9% |
| 7D | -3.4% | +0.6% | -3.9% | -3.6% |
| 30D | -27.3% | +3.6% | -30.9% | -28.6% |
| 3M | -16.2% | +16.6% | -32.9% | -21.7% |
| 6M | -17.9% | +29.5% | -47.4% | -27.0% |
| YTD | -7.1% | +35.3% | -42.4% | -19.3% |
| 1Y | +13.6% | +30.6% | -17.0% | +0.1% |
| 3Y | +293.7% | +49.7% | +244.0% | +224.2% |
| All | +293.7% | +49.5% | +244.3% | +224.2% |
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