+302.0%
TRV vs CPAY
+155.2%
+146.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +1.9% | -2.0% | +3.9% | +2.5% |
| 30D | +1.7% | -0.4% | +2.1% | +1.8% |
| 3M | +23.9% | +16.4% | +7.5% | +18.0% |
| 6M | +26.3% | +23.5% | +2.8% | +17.3% |
| YTD | +30.8% | +35.7% | -4.8% | +16.9% |
| 1Y | +36.3% | +30.2% | +6.2% | +22.9% |
| 3Y | +145.0% | +49.7% | +95.3% | +105.1% |
| 5Y | +163.9% | +56.6% | +107.3% | +111.5% |
| All | +302.0% | +155.2% | +146.8% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling