+1,771.9%
TT vs CPAY
+1,748.9%
+23.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +4.0% | +1.6% | +2.5% | +3.4% |
| 30D | -11.3% | +17.6% | -28.9% | -16.8% |
| 3M | -12.3% | +8.7% | -21.0% | -15.4% |
| 6M | -10.8% | +39.5% | -50.4% | -22.4% |
| YTD | +8.2% | +53.6% | -45.4% | -11.0% |
| 1Y | +1.5% | +63.3% | -61.8% | -18.7% |
| 3Y | +91.5% | +101.7% | -10.2% | +36.1% |
| 5Y | +130.2% | +91.4% | +38.8% | +63.3% |
| 10Y | +727.9% | +221.7% | +506.3% | +347.9% |
| All | +1,771.9% | +1,748.9% | +23.0% | +365.3% |
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