+196.7%
W vs CPAY
+234.4%
-37.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.6% |
| 7D | +0.2% | +1.6% | -1.4% | -0.9% |
| 30D | +6.8% | +17.6% | -10.8% | -5.6% |
| 3M | +10.7% | +8.7% | +2.0% | +3.2% |
| 6M | +86.3% | +39.5% | +46.8% | +44.8% |
| YTD | +11.5% | +53.6% | -42.1% | -21.7% |
| 1Y | +5.1% | +63.3% | -58.2% | -29.6% |
| 3Y | +171.0% | +101.7% | +69.3% | +58.8% |
| 5Y | -56.6% | +91.4% | -148.0% | -72.4% |
| 10Y | +213.4% | +221.7% | -8.2% | +45.3% |
| All | +196.7% | +234.4% | -37.6% | +30.1% |
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