+192.6%
CFG vs CPAY
+100.9%
+91.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -0.8% | +10.4% | -11.1% | -5.2% |
| 30D | +3.1% | +16.2% | -13.0% | -3.8% |
| 3M | -9.7% | +13.7% | -23.4% | -15.1% |
| 6M | +6.7% | +35.2% | -28.5% | -7.8% |
| YTD | +15.2% | +53.5% | -38.3% | -8.7% |
| 1Y | +28.8% | +58.9% | -30.1% | -0.2% |
| All | +192.6% | +100.9% | +91.8% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling