+736.3%
TT vs CPAY
+219.9%
+516.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +4.0% | +1.6% | +2.5% | +3.5% |
| 30D | -11.3% | +17.6% | -28.9% | -16.5% |
| 3M | -12.3% | +8.7% | -21.0% | -15.2% |
| 6M | -10.8% | +39.5% | -50.4% | -21.8% |
| YTD | +8.2% | +53.6% | -45.4% | -10.1% |
| 1Y | +1.5% | +63.3% | -61.8% | -17.8% |
| 3Y | +91.5% | +101.7% | -10.2% | +37.7% |
| 5Y | +130.2% | +91.4% | +38.8% | +65.0% |
| All | +736.3% | +219.9% | +516.4% | +413.9% |
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