+56.2%
AG vs CPAY
+55.3%
+0.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -6.7% | -2.0% | -4.8% | -6.1% |
| 30D | +2.2% | -0.4% | +2.5% | +2.2% |
| 3M | +15.7% | +16.4% | -0.7% | +9.4% |
| 6M | -23.8% | +23.5% | -47.3% | -29.5% |
| YTD | +17.6% | +35.7% | -18.0% | +4.8% |
| 1Y | +88.6% | +30.2% | +58.5% | +69.9% |
| 3Y | +253.4% | +49.7% | +203.7% | +189.4% |
| All | +56.2% | +55.3% | +0.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling