+33.5%
ACGL vs CPAY
+99.6%
-66.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +1.3% | +13.1% | -11.8% | -0.8% |
| 30D | +14.2% | +15.5% | -1.3% | +11.5% |
| 3M | +11.1% | +14.7% | -3.6% | +8.5% |
| 6M | +16.4% | +33.6% | -17.3% | +10.8% |
| YTD | +13.8% | +52.7% | -39.0% | +4.8% |
| 1Y | +21.6% | +63.5% | -42.0% | +10.2% |
| 3Y | +33.5% | +98.8% | -65.3% | +40.0% |
| All | +33.5% | +99.6% | -66.0% | +40.0% |
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