-35.7%
U vs CPAY
+72.6%
-108.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +5.5% | -2.0% | +7.5% | +6.9% |
| 30D | -1.3% | -0.4% | -0.9% | -1.2% |
| 3M | +64.6% | +16.4% | +48.2% | +47.8% |
| 6M | +119.4% | +23.5% | +95.8% | +87.9% |
| YTD | -0.5% | +35.7% | -36.1% | -20.1% |
| 1Y | +1.3% | +30.2% | -28.9% | -16.9% |
| 3Y | +15.6% | +49.7% | -34.1% | -17.0% |
| 5Y | -67.5% | +56.6% | -124.0% | -79.7% |
| All | -35.7% | +72.6% | -108.3% | -56.8% |
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 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