+852.2%
TRV vs CPAY
+1,533.9%
-681.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -1.5% | -2.7% | +1.2% | -0.7% |
| 30D | -1.8% | +0.6% | -2.4% | -2.0% |
| 3M | +21.6% | +17.0% | +4.5% | +16.0% |
| 6M | +22.5% | +24.1% | -1.7% | +14.2% |
| YTD | +28.1% | +35.7% | -7.6% | +15.5% |
| 1Y | +37.0% | +34.0% | +3.0% | +23.4% |
| 3Y | +141.9% | +50.3% | +91.6% | +105.8% |
| 5Y | +158.5% | +56.7% | +101.9% | +111.8% |
| 10Y | +297.5% | +153.9% | +143.6% | +184.5% |
| All | +852.2% | +1,533.9% | -681.7% | +319.8% |
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 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