+63.4%
CFG vs CPAY
+88.9%
-25.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -0.8% | +10.4% | -11.1% | -6.0% |
| 30D | +3.1% | +16.2% | -13.0% | -5.0% |
| 3M | -9.7% | +13.7% | -23.4% | -16.0% |
| 6M | +6.7% | +35.2% | -28.5% | -10.1% |
| YTD | +15.2% | +53.5% | -38.3% | -12.0% |
| 1Y | +28.8% | +58.9% | -30.1% | -3.9% |
| 3Y | +190.1% | +99.8% | +90.3% | +82.3% |
| 5Y | +63.4% | +93.3% | -29.9% | +1.9% |
| All | +63.4% | +88.9% | -25.6% | +1.9% |
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