-40.8%
ACI vs CPAY
+53.2%
-94.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -7.1% | -2.7% | -4.4% | -6.8% |
| 30D | -4.5% | +0.6% | -5.1% | -4.5% |
| 3M | -22.3% | +17.0% | -39.3% | -23.3% |
| 6M | -28.4% | +24.1% | -52.5% | -29.8% |
| YTD | -29.5% | +35.7% | -65.2% | -31.7% |
| 1Y | -34.2% | +34.0% | -68.3% | -36.3% |
| 3Y | -45.7% | +50.3% | -95.9% | -48.8% |
| 5Y | -40.8% | +56.7% | -97.4% | -46.2% |
| All | -40.8% | +53.2% | -94.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling