+227.9%
TPR vs CPAY
+88.9%
+139.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +6.4% | +10.4% | -3.9% | +1.5% |
| 30D | +13.8% | +16.2% | -2.4% | +5.8% |
| 3M | -16.6% | +13.7% | -30.4% | -22.1% |
| 6M | +0.7% | +35.2% | -34.6% | -14.1% |
| YTD | +5.3% | +53.5% | -48.2% | -17.0% |
| 1Y | +32.4% | +58.9% | -26.6% | +2.1% |
| 3Y | +406.4% | +99.8% | +306.6% | +226.3% |
| 5Y | +227.9% | +93.3% | +134.7% | +111.0% |
| All | +227.9% | +88.9% | +139.0% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling