-4.5%
TT vs CPAY
+59.0%
-63.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -1.7% |
| 7D | -8.5% | +5.7% | -14.2% | -8.5% |
| 30D | -12.8% | +4.2% | -17.0% | -12.8% |
| 3M | -12.9% | +5.6% | -18.4% | -12.9% |
| 6M | -15.2% | +34.7% | -49.9% | -16.2% |
| YTD | +6.2% | +39.1% | -32.9% | +5.6% |
| 1Y | -4.5% | +60.3% | -64.8% | -6.8% |
| All | -4.5% | +59.0% | -63.6% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling