-49.3%
CCI vs CPAY
+55.3%
-104.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -0.3% | -2.0% | +1.7% | +0.1% |
| 30D | +2.2% | -0.4% | +2.6% | +2.3% |
| 3M | -16.9% | +16.4% | -33.2% | -19.2% |
| 6M | -11.5% | +23.5% | -35.1% | -15.2% |
| YTD | -12.8% | +35.7% | -48.5% | -18.5% |
| 1Y | -17.1% | +30.2% | -47.2% | -22.0% |
| 3Y | -9.6% | +49.7% | -59.4% | -21.8% |
| All | -49.3% | +55.3% | -104.6% | -60.4% |
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