+1,905.9%
TT vs CPAY
+1,565.5%
+340.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | 0.0% | +2.1% | -2.1% | -0.8% |
| 30D | -7.2% | +5.5% | -12.7% | -9.1% |
| 3M | -3.0% | +16.6% | -19.5% | -9.0% |
| 6M | +1.4% | +26.7% | -25.3% | -8.8% |
| YTD | +15.9% | +38.4% | -22.5% | -0.4% |
| 1Y | +9.4% | +30.1% | -20.7% | -4.3% |
| 3Y | +124.4% | +52.6% | +71.8% | +79.0% |
| 5Y | +138.0% | +59.0% | +79.0% | +81.7% |
| 10Y | +886.4% | +148.4% | +738.0% | +492.2% |
| All | +1,905.9% | +1,565.5% | +340.4% | +420.8% |
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