+368.8%
ACWI vs CPAY
+1,724.0%
-1,355.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +2.7% | +2.0% | +0.7% | +2.0% |
| 30D | -2.6% | +14.3% | -16.8% | -6.8% |
| 3M | -3.2% | +11.3% | -14.5% | -6.7% |
| 6M | +1.9% | +34.8% | -32.9% | -8.1% |
| YTD | +11.3% | +51.5% | -40.2% | -4.7% |
| 1Y | +11.7% | +59.0% | -47.4% | -6.0% |
| 3Y | +74.4% | +97.2% | -22.8% | +32.8% |
| 5Y | +59.5% | +88.8% | -29.3% | +21.1% |
| 10Y | +225.2% | +217.3% | +7.9% | +102.0% |
| All | +368.8% | +1,724.0% | -1,355.2% | +66.0% |
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