+61.6%
AG vs CPAY
+155.2%
-93.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -6.7% | -2.0% | -4.8% | -6.2% |
| 30D | +2.2% | -0.4% | +2.5% | +2.2% |
| 3M | +15.7% | +16.4% | -0.7% | +10.1% |
| 6M | -23.8% | +23.5% | -47.3% | -28.9% |
| YTD | +17.6% | +35.7% | -18.0% | +6.0% |
| 1Y | +88.6% | +30.2% | +58.5% | +71.4% |
| 3Y | +253.4% | +49.7% | +203.7% | +200.2% |
| 5Y | +62.4% | +56.6% | +5.9% | +32.9% |
| All | +61.6% | +155.2% | -93.5% | +0.7% |
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