+639.7%
CEG vs CPAY
+71.1%
+568.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.8% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +11.0% | +3.6% | +7.4% | +9.6% |
| 3M | +19.5% | +16.6% | +2.9% | +12.9% |
| 6M | -5.9% | +29.5% | -35.3% | -14.9% |
| YTD | -15.0% | +35.3% | -50.2% | -25.3% |
| 1Y | +0.6% | +30.6% | -30.0% | -10.9% |
| 3Y | +180.6% | +49.7% | +130.9% | +133.5% |
| All | +639.7% | +71.1% | +568.6% | +478.8% |
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