+295.8%
AFL vs CPAY
+155.2%
+140.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | -2.0% | +0.3% | -0.9% |
| 30D | -4.0% | -0.4% | -3.7% | -4.0% |
| 3M | -0.5% | +16.4% | -16.9% | -6.6% |
| 6M | +6.5% | +23.5% | -17.0% | -3.3% |
| YTD | +6.2% | +35.7% | -29.5% | -8.3% |
| 1Y | +8.3% | +30.2% | -21.9% | -5.5% |
| 3Y | +62.5% | +49.7% | +12.8% | +27.6% |
| 5Y | +136.2% | +56.6% | +79.6% | +75.4% |
| All | +295.8% | +155.2% | +140.7% | +152.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling