+115.6%
AGI vs CPAY
+1,533.9%
-1,418.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -5.3% | -2.7% | -2.6% | -5.0% |
| 30D | +6.8% | +0.6% | +6.2% | +6.7% |
| 3M | +8.3% | +17.0% | -8.7% | +6.2% |
| 6M | -29.2% | +24.1% | -53.4% | -31.1% |
| YTD | -7.3% | +35.7% | -43.0% | -10.7% |
| 1Y | +8.0% | +34.0% | -26.0% | +4.0% |
| 3Y | +206.6% | +50.3% | +156.3% | +187.8% |
| 5Y | +398.1% | +56.7% | +341.5% | +359.0% |
| 10Y | +384.0% | +153.9% | +230.0% | +320.3% |
| All | +115.6% | +1,533.9% | -1,418.3% | +39.8% |
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 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