-2.7%
CEG vs CPAY
+29.9%
-32.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +4.9% |
| 7D | +8.0% | +2.1% | +5.9% | +8.0% |
| 30D | +12.9% | +5.5% | +7.4% | +13.0% |
| 3M | +13.2% | +16.6% | -3.4% | +13.2% |
| 6M | -7.0% | +26.7% | -33.7% | -6.5% |
| YTD | -15.0% | +38.4% | -53.4% | -13.1% |
| 1Y | -2.7% | +30.1% | -32.9% | -1.1% |
| All | -2.7% | +29.9% | -32.7% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling