-56.7%
UUUU vs CPAY
+1,533.9%
-1,590.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.6% |
| 7D | -5.0% | -2.7% | -2.3% | -3.7% |
| 30D | -7.8% | +0.6% | -8.3% | -8.3% |
| 3M | -0.4% | +17.0% | -17.5% | -9.2% |
| 6M | -32.9% | +24.1% | -57.0% | -41.5% |
| YTD | -6.3% | +35.7% | -42.0% | -24.0% |
| 1Y | +7.9% | +34.0% | -26.1% | -13.3% |
| 3Y | +85.2% | +50.3% | +34.9% | +31.4% |
| 5Y | +97.0% | +56.7% | +40.3% | +37.1% |
| 10Y | +492.6% | +153.9% | +338.7% | +203.2% |
| All | -56.7% | +1,533.9% | -1,590.6% | -88.5% |
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