+626.9%
CEG vs CPAY
+70.7%
+556.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.3% | -2.5% | +3.8% | +2.1% |
| 30D | +8.8% | +1.3% | +7.5% | +8.3% |
| 3M | +17.0% | +13.5% | +3.5% | +11.6% |
| 6M | -8.7% | +24.7% | -33.4% | -16.4% |
| YTD | -16.4% | +34.9% | -51.4% | -26.5% |
| 1Y | -1.8% | +29.7% | -31.4% | -12.7% |
| 3Y | +175.8% | +49.4% | +126.4% | +129.6% |
| All | +626.9% | +70.7% | +556.2% | +469.3% |
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