+163.6%
W vs CPAY
+201.2%
-37.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.1% |
| 7D | -4.2% | +2.1% | -6.3% | -5.6% |
| 30D | -7.6% | +5.5% | -13.1% | -11.6% |
| 3M | +37.2% | +16.6% | +20.6% | +22.3% |
| 6M | +26.3% | +26.7% | -0.3% | +4.6% |
| YTD | -1.0% | +38.4% | -39.3% | -24.4% |
| 1Y | +20.1% | +30.1% | -10.1% | -5.0% |
| 3Y | +37.8% | +52.6% | -14.8% | -0.3% |
| 5Y | -63.7% | +59.0% | -122.6% | -73.9% |
| 10Y | +156.3% | +148.4% | +7.9% | +38.7% |
| All | +163.6% | +201.2% | -37.6% | +25.6% |
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 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