+948.3%
ACGL vs CPAY
+1,565.5%
-617.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -0.7% | +2.1% | -2.8% | -1.4% |
| 30D | -1.0% | +5.5% | -6.5% | -2.7% |
| 3M | +11.0% | +16.6% | -5.5% | +5.8% |
| 6M | -0.3% | +26.7% | -27.0% | -8.0% |
| YTD | +2.3% | +38.4% | -36.1% | -9.0% |
| 1Y | +6.4% | +30.1% | -23.8% | -4.1% |
| 3Y | +34.0% | +52.6% | -18.6% | +11.7% |
| 5Y | +161.6% | +59.0% | +102.7% | +110.0% |
| 10Y | +278.6% | +148.4% | +130.2% | +173.3% |
| All | +948.3% | +1,565.5% | -617.2% | +398.8% |
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