-25.8%
CCL vs CPAY
+1,528.2%
-1,554.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.5% |
| 30D | -20.0% | +3.6% | -23.6% | -22.0% |
| 3M | -13.7% | +16.6% | -30.3% | -22.7% |
| 6M | -9.0% | +29.5% | -38.5% | -25.3% |
| YTD | -22.8% | +35.3% | -58.1% | -39.8% |
| 1Y | -25.3% | +30.6% | -55.9% | -40.8% |
| 3Y | +54.1% | +49.7% | +4.3% | +9.9% |
| 5Y | +3.5% | +54.4% | -51.0% | -26.7% |
| 10Y | -41.0% | +142.8% | -183.9% | -63.2% |
| All | -25.8% | +1,528.2% | -1,554.0% | -77.2% |
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