+75.2%
AJG vs CPAY
+55.3%
+19.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -8.3% | -2.0% | -6.3% | -7.8% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | +9.1% | +16.4% | -7.3% | +5.5% |
| 6M | +15.2% | +23.5% | -8.3% | +9.6% |
| YTD | -6.3% | +35.7% | -41.9% | -13.4% |
| 1Y | -19.1% | +30.2% | -49.3% | -24.6% |
| 3Y | +8.2% | +49.7% | -41.5% | -5.5% |
| All | +75.2% | +55.3% | +19.9% | +45.7% |
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