-24.3%
WY vs CPAY
+49.1%
-73.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -4.2% | -2.0% | -2.2% | -3.7% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -8.5% | +16.4% | -24.8% | -12.2% |
| 6M | -3.3% | +23.5% | -26.9% | -9.1% |
| YTD | -4.4% | +35.7% | -40.0% | -13.8% |
| 1Y | -11.5% | +30.2% | -41.7% | -19.1% |
| 3Y | -24.3% | +49.7% | -74.0% | -38.7% |
| All | -24.3% | +49.1% | -73.4% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling