+2,385.6%
V vs CPAY
+1,748.9%
+636.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | +0.9% | +1.6% | -0.6% | +0.3% |
| 30D | +9.0% | +17.6% | -8.6% | +1.6% |
| 3M | +16.7% | +8.7% | +8.0% | +12.4% |
| 6M | +33.4% | +39.5% | -6.1% | +15.5% |
| YTD | +22.4% | +53.6% | -31.2% | -0.4% |
| 1Y | +27.7% | +63.3% | -35.6% | +1.1% |
| 3Y | +78.0% | +101.7% | -23.7% | +24.0% |
| 5Y | +108.5% | +91.4% | +17.1% | +45.7% |
| 10Y | +459.0% | +221.7% | +237.4% | +220.3% |
| All | +2,385.6% | +1,748.9% | +636.7% | +811.0% |
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