+366.1%
ACWI vs CPAY
+1,738.6%
-1,372.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -0.2% | +13.1% | -13.2% | -4.1% |
| 30D | -3.3% | +15.5% | -18.8% | -7.8% |
| 3M | -3.4% | +14.7% | -18.1% | -7.8% |
| 6M | +0.8% | +33.6% | -32.8% | -8.8% |
| YTD | +10.7% | +52.7% | -42.0% | -5.4% |
| 1Y | +11.6% | +63.5% | -51.9% | -7.0% |
| 3Y | +73.4% | +98.8% | -25.4% | +31.7% |
| 5Y | +60.2% | +88.6% | -28.4% | +21.6% |
| 10Y | +221.6% | +213.8% | +7.8% | +100.4% |
| All | +366.1% | +1,738.6% | -1,372.5% | +64.6% |
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 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