+3.7%
CG vs CPAY
+53.2%
-49.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.7% |
| 7D | -9.8% | -2.7% | -7.1% | -8.2% |
| 30D | -10.3% | +0.6% | -10.9% | -10.6% |
| 3M | -1.7% | +17.0% | -18.7% | -11.7% |
| 6M | -9.8% | +24.1% | -33.9% | -23.0% |
| YTD | -25.6% | +35.7% | -61.3% | -41.5% |
| 1Y | -32.5% | +34.0% | -66.5% | -46.8% |
| 3Y | +45.6% | +50.3% | -4.6% | +5.2% |
| 5Y | +3.7% | +56.7% | -53.0% | -32.1% |
| All | +3.7% | +53.2% | -49.5% | -32.1% |
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