+600.8%
XYZ vs CPAY
+153.8%
+447.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -3.7% | -2.5% | -1.2% | -1.9% |
| 30D | +0.5% | +1.3% | -0.8% | -0.3% |
| 3M | +16.3% | +13.5% | +2.8% | +5.5% |
| 6M | +21.1% | +24.7% | -3.6% | +2.1% |
| YTD | +22.0% | +34.9% | -13.0% | -5.5% |
| 1Y | +5.2% | +29.7% | -24.5% | -16.6% |
| 3Y | +49.6% | +49.4% | +0.2% | +4.3% |
| 5Y | -68.4% | +53.5% | -121.9% | -78.1% |
| All | +600.8% | +153.8% | +447.0% | +250.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling