-42.3%
ACN vs CPAY
+49.2%
-91.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -7.9% | -2.7% | -5.2% | -6.8% |
| 30D | -1.1% | +0.6% | -1.6% | -1.3% |
| 3M | +5.6% | +17.0% | -11.4% | -0.7% |
| 6M | -9.9% | +24.1% | -34.1% | -17.2% |
| YTD | -32.3% | +35.7% | -68.1% | -40.0% |
| 1Y | -25.3% | +34.0% | -59.3% | -33.7% |
| All | -42.3% | +49.2% | -91.5% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling