-42.6%
CCL vs CPAY
+155.2%
-197.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.2% | -2.0% | -1.3% | -1.7% |
| 30D | -17.8% | -0.4% | -17.4% | -17.7% |
| 3M | -18.7% | +16.4% | -35.0% | -28.8% |
| 6M | -11.4% | +23.5% | -34.9% | -27.5% |
| YTD | -24.3% | +35.7% | -60.0% | -44.4% |
| 1Y | -28.8% | +30.2% | -59.0% | -46.5% |
| 3Y | +49.3% | +49.7% | -0.4% | -3.9% |
| 5Y | +1.6% | +56.6% | -54.9% | -36.7% |
| All | -42.6% | +155.2% | -197.8% | -66.6% |
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