+20.1%
W vs CPAY
+29.9%
-9.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.2% | +2.1% | -6.3% | -5.0% |
| 30D | -7.6% | +5.5% | -13.1% | -10.1% |
| 3M | +37.2% | +16.6% | +20.6% | +28.3% |
| 6M | +26.3% | +26.7% | -0.3% | +14.6% |
| YTD | -1.0% | +38.4% | -39.3% | -10.6% |
| 1Y | +20.1% | +30.1% | -10.1% | +10.6% |
| All | +20.1% | +29.9% | -9.8% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling