+85.5%
AME vs CPAY
+53.2%
+32.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.8% |
| 30D | -8.6% | +0.6% | -9.2% | -8.9% |
| 3M | +5.8% | +17.0% | -11.3% | +0.4% |
| 6M | +3.8% | +24.1% | -20.3% | -3.8% |
| YTD | +14.4% | +35.7% | -21.3% | +2.0% |
| 1Y | +25.8% | +34.0% | -8.2% | +12.2% |
| 3Y | +55.2% | +50.3% | +4.9% | +29.9% |
| 5Y | +85.5% | +56.7% | +28.9% | +42.3% |
| All | +85.5% | +53.2% | +32.4% | +42.3% |
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