+48.8%
CAG vs CPAY
+1,532.9%
-1,484.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -2.0% | -3.7% | -5.5% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | +9.8% | +16.4% | -6.6% | +7.8% |
| 6M | -10.8% | +23.5% | -34.4% | -13.3% |
| YTD | -10.8% | +35.7% | -46.5% | -14.7% |
| 1Y | -19.0% | +30.2% | -49.1% | -22.1% |
| 3Y | -39.7% | +49.7% | -89.4% | -43.8% |
| 5Y | -43.0% | +56.6% | -99.5% | -47.8% |
| 10Y | -36.0% | +153.8% | -189.8% | -47.3% |
| All | +48.8% | +1,532.9% | -1,484.1% | -4.2% |
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 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