+593.1%
CEG vs CPAY
+94.3%
+498.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.2% |
| 7D | +12.1% | +1.6% | +10.6% | +11.6% |
| 30D | +0.2% | +17.6% | -17.4% | -5.1% |
| 3M | +0.7% | +8.7% | -8.0% | -2.2% |
| 6M | +2.2% | +39.5% | -37.3% | -9.2% |
| YTD | -20.3% | +53.6% | -73.9% | -32.9% |
| 1Y | -16.1% | +63.3% | -79.3% | -31.3% |
| 3Y | +134.7% | +101.7% | +33.0% | +74.7% |
| All | +593.1% | +94.3% | +498.8% | +419.4% |
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