+69.6%
V vs CPAY
+53.2%
+16.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -3.0% | -2.7% | -0.4% | -2.0% |
| 30D | +1.2% | +0.6% | +0.6% | +0.9% |
| 3M | +13.9% | +17.0% | -3.1% | +6.9% |
| 6M | +17.2% | +24.1% | -6.9% | +6.8% |
| YTD | +5.3% | +35.7% | -30.4% | -8.8% |
| 1Y | +9.5% | +34.0% | -24.5% | -5.1% |
| 3Y | +51.9% | +50.3% | +1.7% | +20.2% |
| 5Y | +69.6% | +56.7% | +12.9% | +33.4% |
| All | +69.6% | +53.2% | +16.4% | +33.4% |
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