+218.9%
AEM vs CPAY
+1,533.9%
-1,315.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -5.0% | -2.7% | -2.4% | -4.8% |
| 30D | +8.5% | +0.6% | +7.9% | +8.4% |
| 3M | +29.3% | +17.0% | +12.2% | +27.0% |
| 6M | -12.9% | +24.1% | -37.1% | -15.0% |
| YTD | +16.8% | +35.7% | -19.0% | +12.8% |
| 1Y | +29.8% | +34.0% | -4.2% | +25.4% |
| 3Y | +336.7% | +50.3% | +286.5% | +311.8% |
| 5Y | +299.9% | +56.7% | +243.3% | +270.0% |
| 10Y | +362.2% | +153.9% | +208.3% | +304.3% |
| All | +218.9% | +1,533.9% | -1,315.0% | +101.3% |
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