+297.8%
TRI vs CPAY
+1,533.9%
-1,236.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -14.4% | -2.7% | -11.7% | -13.8% |
| 30D | -8.1% | +0.6% | -8.7% | -8.2% |
| 3M | +17.5% | +17.0% | +0.5% | +13.5% |
| 6M | -5.0% | +24.1% | -29.1% | -9.6% |
| YTD | -24.7% | +35.7% | -60.4% | -30.1% |
| 1Y | -41.5% | +34.0% | -75.5% | -45.7% |
| 3Y | -20.3% | +50.3% | -70.6% | -29.6% |
| 5Y | -10.9% | +56.7% | -67.6% | -23.7% |
| 10Y | +190.6% | +153.9% | +36.6% | +113.7% |
| All | +297.8% | +1,533.9% | -1,236.1% | +73.3% |
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