-25.6%
CG vs CPAY
+29.9%
-55.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -4.3% | +2.1% | -6.4% | -5.0% |
| 30D | -5.1% | +5.5% | -10.6% | -6.7% |
| 3M | +8.7% | +16.6% | -7.9% | +3.4% |
| 6M | -9.2% | +26.7% | -35.9% | -16.1% |
| YTD | -18.9% | +38.4% | -57.2% | -26.6% |
| 1Y | -25.6% | +30.1% | -55.8% | -29.9% |
| All | -25.6% | +29.9% | -55.6% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling