+1,067.4%
ACGL vs CPAY
+1,724.0%
-656.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -1.2% | +2.0% | -3.2% | -1.8% |
| 30D | +12.8% | +14.3% | -1.5% | +8.3% |
| 3M | +12.3% | +11.3% | +1.0% | +8.5% |
| 6M | +15.8% | +34.8% | -18.9% | +5.4% |
| YTD | +13.9% | +51.5% | -37.6% | -1.6% |
| 1Y | +19.0% | +59.0% | -40.0% | +1.1% |
| 3Y | +33.7% | +97.2% | -63.6% | +2.7% |
| 5Y | +173.4% | +88.8% | +84.6% | +107.9% |
| 10Y | +324.9% | +217.3% | +107.5% | +191.0% |
| All | +1,067.4% | +1,724.0% | -656.7% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling