+21.6%
ACI vs CPAY
+65.9%
-44.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -3.7% | -2.0% | -1.8% | -3.6% |
| 30D | +0.6% | -0.4% | +0.9% | +0.6% |
| 3M | -20.3% | +16.4% | -36.7% | -21.0% |
| 6M | -24.7% | +23.5% | -48.2% | -25.6% |
| YTD | -27.2% | +35.7% | -62.9% | -28.8% |
| 1Y | -32.7% | +30.2% | -62.9% | -34.0% |
| 3Y | -43.9% | +49.7% | -93.6% | -45.9% |
| 5Y | -38.9% | +56.6% | -95.4% | -42.2% |
| All | +21.6% | +65.9% | -44.4% | +15.5% |
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