+703.5%
AON vs CPAY
+1,524.4%
-820.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -7.9% | -2.5% | -5.4% | -7.3% |
| 30D | -14.6% | +1.3% | -15.9% | -14.9% |
| 3M | -7.9% | +13.5% | -21.4% | -11.1% |
| 6M | -8.0% | +24.7% | -32.7% | -13.8% |
| YTD | -13.2% | +34.9% | -48.2% | -21.1% |
| 1Y | -16.4% | +29.7% | -46.1% | -23.5% |
| 3Y | -6.7% | +49.4% | -56.0% | -20.2% |
| 5Y | +8.0% | +53.5% | -45.5% | -10.4% |
| 10Y | +205.6% | +152.5% | +53.1% | +110.9% |
| All | +703.5% | +1,524.4% | -820.8% | +213.8% |
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