+323.5%
ACGL vs CPAY
+215.6%
+107.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | -1.2% | +2.0% | -3.2% | -1.9% |
| 30D | +12.8% | +14.3% | -1.5% | +7.4% |
| 3M | +12.3% | +11.3% | +1.0% | +7.8% |
| 6M | +15.8% | +34.8% | -18.9% | +3.4% |
| YTD | +13.9% | +51.5% | -37.6% | -4.6% |
| 1Y | +19.0% | +59.0% | -40.0% | -2.4% |
| 3Y | +33.7% | +97.2% | -63.6% | -4.4% |
| 5Y | +173.4% | +88.8% | +84.6% | +92.4% |
| All | +323.5% | +215.6% | +107.9% | +176.4% |
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