-63.2%
W vs CPAY
+55.3%
-118.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -2.0% | +1.1% | +1.0% |
| 30D | -4.2% | -0.4% | -3.9% | -4.5% |
| 3M | +26.9% | +16.4% | +10.5% | +8.2% |
| 6M | +31.2% | +23.5% | +7.7% | +3.7% |
| YTD | -1.8% | +35.7% | -37.5% | -32.1% |
| 1Y | +9.3% | +30.2% | -20.9% | -22.1% |
| 3Y | +33.2% | +49.7% | -16.5% | -21.4% |
| All | -63.2% | +55.3% | -118.5% | -81.6% |
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 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