+223.9%
TPR vs CPAY
+1,565.5%
-1,341.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.3% | +2.1% | -4.4% | -3.3% |
| 30D | -23.0% | +5.5% | -28.5% | -25.5% |
| 3M | -12.5% | +16.6% | -29.0% | -19.7% |
| 6M | -21.4% | +26.7% | -48.1% | -31.6% |
| YTD | -3.5% | +38.4% | -41.9% | -20.2% |
| 1Y | +17.4% | +30.1% | -12.8% | -1.0% |
| 3Y | +291.3% | +52.6% | +238.7% | +195.7% |
| 5Y | +241.9% | +59.0% | +182.9% | +147.8% |
| 10Y | +322.7% | +148.4% | +174.3% | +159.2% |
| All | +223.9% | +1,565.5% | -1,341.6% | -13.6% |
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