+604.3%
CEG vs CPAY
+71.6%
+532.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -4.8% | -2.0% | -2.8% | -4.2% |
| 30D | +2.3% | -0.4% | +2.7% | +2.4% |
| 3M | +15.6% | +16.4% | -0.8% | +9.3% |
| 6M | -5.0% | +23.5% | -28.5% | -12.6% |
| YTD | -19.0% | +35.7% | -54.7% | -28.9% |
| 1Y | -10.0% | +30.2% | -40.1% | -20.0% |
| 3Y | +163.9% | +49.7% | +114.2% | +119.7% |
| All | +604.3% | +71.6% | +532.7% | +450.6% |
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