-33.8%
TRU vs CPAY
+55.3%
-89.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.7% | -2.0% | -0.8% | -1.5% |
| 30D | -2.0% | -0.4% | -1.7% | -1.9% |
| 3M | +18.4% | +16.4% | +2.1% | +7.7% |
| 6M | +8.9% | +23.5% | -14.7% | -5.5% |
| YTD | -8.9% | +35.7% | -44.6% | -26.4% |
| 1Y | -15.9% | +30.2% | -46.0% | -30.4% |
| 3Y | -1.1% | +49.7% | -50.8% | -26.2% |
| All | -33.8% | +55.3% | -89.1% | -56.3% |
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 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