+67.4%
AG vs CPAY
+1,524.4%
-1,457.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -0.1% | -2.5% | +2.4% | +0.6% |
| 30D | +12.5% | +1.3% | +11.2% | +12.0% |
| 3M | +28.2% | +13.5% | +14.7% | +23.4% |
| 6M | -18.8% | +24.7% | -43.6% | -24.0% |
| YTD | +27.4% | +34.9% | -7.6% | +15.9% |
| 1Y | +132.2% | +29.7% | +102.5% | +113.0% |
| 3Y | +286.9% | +49.4% | +237.5% | +234.6% |
| 5Y | +72.8% | +53.5% | +19.3% | +45.5% |
| 10Y | +74.6% | +152.5% | -77.9% | +26.0% |
| All | +67.4% | +1,524.4% | -1,457.0% | -35.0% |
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