+197.7%
AON vs CPAY
+155.2%
+42.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -6.3% | -2.0% | -4.4% | -5.8% |
| 30D | -14.1% | -0.4% | -13.7% | -14.0% |
| 3M | -9.5% | +16.4% | -25.8% | -13.1% |
| 6M | -4.0% | +23.5% | -27.5% | -9.7% |
| YTD | -13.8% | +35.7% | -49.5% | -21.6% |
| 1Y | -18.3% | +30.2% | -48.5% | -25.1% |
| 3Y | -7.2% | +49.7% | -56.9% | -20.6% |
| 5Y | +7.3% | +56.6% | -49.2% | -11.5% |
| All | +197.7% | +155.2% | +42.5% | +119.2% |
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