-68.9%
U vs CPAY
+53.2%
-122.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.6% |
| 7D | 0.0% | -2.7% | +2.6% | +2.2% |
| 30D | -4.1% | +0.6% | -4.7% | -4.8% |
| 3M | +57.8% | +17.0% | +40.8% | +37.1% |
| 6M | +103.5% | +24.1% | +79.4% | +66.2% |
| YTD | -4.8% | +35.7% | -40.5% | -28.6% |
| 1Y | -2.4% | +34.0% | -36.4% | -26.9% |
| 3Y | +11.7% | +50.3% | -38.6% | -32.2% |
| 5Y | -68.9% | +56.7% | -125.5% | -83.2% |
| All | -68.9% | +53.2% | -122.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling