-11.7%
CCI vs CPAY
+49.2%
-60.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -4.4% | -2.7% | -1.7% | -4.2% |
| 30D | +0.3% | +0.6% | -0.3% | +0.3% |
| 3M | -20.0% | +17.0% | -37.0% | -21.1% |
| 6M | -14.5% | +24.1% | -38.6% | -16.2% |
| YTD | -14.9% | +35.7% | -50.6% | -17.3% |
| 1Y | -17.7% | +34.0% | -51.7% | -19.9% |
| All | -11.7% | +49.2% | -60.9% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling