+316.4%
CFG vs CPAY
+228.9%
+87.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -2.0% |
| 7D | -0.9% | +13.5% | -14.4% | -8.3% |
| 30D | +1.1% | +13.1% | -12.0% | -6.4% |
| 3M | -12.0% | +14.3% | -26.3% | -19.1% |
| 6M | -2.2% | +49.0% | -51.3% | -24.4% |
| YTD | +11.4% | +51.3% | -39.8% | -16.5% |
| 1Y | +27.8% | +63.7% | -35.9% | -9.0% |
| 3Y | +173.3% | +95.0% | +78.3% | +69.5% |
| 5Y | +62.4% | +86.0% | -23.5% | +1.4% |
| 10Y | +249.6% | +203.3% | +46.2% | +77.6% |
| All | +316.4% | +228.9% | +87.5% | +107.2% |
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