+216.1%
UL vs CPAY
+1,528.2%
-1,312.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +0.9% | +3.6% | -2.7% | +0.3% |
| 3M | +14.2% | +16.6% | -2.4% | +11.1% |
| 6M | -3.2% | +29.5% | -32.7% | -7.8% |
| YTD | -0.3% | +35.3% | -35.6% | -6.3% |
| 1Y | -8.8% | +30.6% | -39.4% | -13.9% |
| 3Y | +23.9% | +49.7% | -25.9% | +11.3% |
| 5Y | +21.4% | +54.4% | -33.1% | +6.5% |
| 10Y | +66.7% | +142.8% | -76.1% | +28.2% |
| All | +216.1% | +1,528.2% | -1,312.1% | +60.7% |
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