+384.9%
ACWI vs CPAY
+1,565.5%
-1,180.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.5% | +2.1% | -1.6% | -0.2% |
| 30D | +0.9% | +5.5% | -4.7% | -0.9% |
| 3M | +2.4% | +16.6% | -14.2% | -2.9% |
| 6M | +12.4% | +26.7% | -14.3% | +3.2% |
| YTD | +15.2% | +38.4% | -23.2% | +1.8% |
| 1Y | +22.7% | +30.1% | -7.4% | +10.1% |
| 3Y | +75.8% | +52.6% | +23.2% | +46.1% |
| 5Y | +67.7% | +59.0% | +8.8% | +34.6% |
| 10Y | +229.0% | +148.4% | +80.6% | +120.1% |
| All | +384.9% | +1,565.5% | -1,180.6% | +77.2% |
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 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