-37.5%
U vs CPAY
+72.1%
-109.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +4.1% |
| 7D | +4.5% | +0.6% | +3.9% | +4.0% |
| 30D | -0.6% | +3.6% | -4.2% | -3.1% |
| 3M | +48.4% | +16.6% | +31.8% | +33.2% |
| 6M | +115.4% | +29.5% | +85.9% | +78.6% |
| YTD | -3.2% | +35.3% | -38.5% | -22.1% |
| 1Y | -6.0% | +30.6% | -36.7% | -23.1% |
| 3Y | +13.5% | +49.7% | -36.3% | -18.6% |
| 5Y | -68.0% | +54.4% | -122.4% | -80.1% |
| All | -37.5% | +72.1% | -109.5% | -57.9% |
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 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