+19.3%
ACI vs CPAY
+65.1%
-45.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -5.0% | -2.5% | -2.6% | -4.9% |
| 30D | -2.3% | +1.3% | -3.6% | -2.4% |
| 3M | -23.2% | +13.5% | -36.7% | -23.8% |
| 6M | -29.5% | +24.7% | -54.2% | -30.4% |
| YTD | -28.6% | +34.9% | -63.6% | -30.1% |
| 1Y | -34.0% | +29.7% | -63.7% | -35.3% |
| 3Y | -45.0% | +49.4% | -94.4% | -46.9% |
| 5Y | -44.0% | +53.5% | -97.5% | -47.1% |
| All | +19.3% | +65.1% | -45.8% | +13.3% |
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