+337.4%
AGI vs CPAY
+155.2%
+182.2%
-66.1%
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 | -2.7% | -2.0% | -0.8% | -2.5% |
| 30D | +7.2% | -0.4% | +7.6% | +7.3% |
| 3M | +4.3% | +16.4% | -12.1% | +1.9% |
| 6M | -27.1% | +23.5% | -50.6% | -29.4% |
| YTD | -6.6% | +35.7% | -42.3% | -10.7% |
| 1Y | +9.5% | +30.2% | -20.7% | +5.1% |
| 3Y | +208.4% | +49.7% | +158.7% | +185.3% |
| 5Y | +401.6% | +56.6% | +345.1% | +351.8% |
| All | +337.4% | +155.2% | +182.2% | +230.6% |
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