+192.1%
CFG vs CPAY
+101.0%
+91.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | 0.0% |
| 7D | +3.2% | +1.6% | +1.6% | +2.5% |
| 30D | +5.1% | +17.6% | -12.5% | -2.5% |
| 3M | -11.2% | +8.7% | -19.9% | -14.7% |
| 6M | +9.6% | +39.5% | -30.0% | -6.7% |
| YTD | +15.0% | +53.6% | -38.6% | -8.9% |
| 1Y | +29.9% | +63.3% | -33.4% | -0.9% |
| 3Y | +192.1% | +101.7% | +90.4% | +71.3% |
| All | +192.1% | +101.0% | +91.1% | +71.3% |
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 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