+30.3%
ACGL vs CPAY
+49.5%
-19.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -2.8% | +3.6% | -6.4% | -3.4% |
| 3M | +6.8% | +16.6% | -9.8% | +4.1% |
| 6M | -1.5% | +29.5% | -31.0% | -6.0% |
| YTD | -0.2% | +35.3% | -35.5% | -6.2% |
| 1Y | +5.3% | +30.6% | -25.3% | -0.4% |
| 3Y | +30.3% | +49.7% | -19.5% | +31.4% |
| All | +30.3% | +49.5% | -19.2% | +31.4% |
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 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