+137.1%
AIG vs CPAY
+1,532.9%
-1,395.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -2.0% | +0.8% | -0.3% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +0.7% | +16.4% | -15.7% | -6.4% |
| 6M | -2.2% | +23.5% | -25.7% | -12.4% |
| YTD | -10.8% | +35.7% | -46.5% | -24.9% |
| 1Y | -2.0% | +30.2% | -32.2% | -16.4% |
| 3Y | +34.8% | +49.7% | -14.9% | +2.8% |
| 5Y | +55.0% | +56.6% | -1.5% | +12.3% |
| 10Y | +65.1% | +153.8% | -88.7% | -4.3% |
| All | +137.1% | +1,532.9% | -1,395.8% | -46.9% |
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