+97.0%
CFG vs CPAY
+54.3%
+42.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | -2.5% | +1.9% | +0.7% |
| 30D | -4.5% | +1.3% | -5.8% | -5.3% |
| 3M | +6.3% | +13.5% | -7.2% | -1.2% |
| 6M | +20.6% | +24.7% | -4.1% | +5.2% |
| YTD | +21.2% | +34.9% | -13.7% | -0.5% |
| 1Y | +38.2% | +29.7% | +8.5% | +15.5% |
| 3Y | +185.9% | +49.4% | +136.5% | +114.2% |
| 5Y | +97.0% | +53.5% | +43.5% | +40.7% |
| All | +97.0% | +54.3% | +42.7% | +40.7% |
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 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