-21.5%
CG vs CPAY
+89.5%
-111.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.2% |
| 7D | +0.2% | +1.6% | -1.4% | -0.8% |
| 30D | +11.2% | +17.6% | -6.4% | -0.5% |
| 3M | -22.1% | +8.7% | -30.8% | -26.6% |
| 6M | -17.9% | +39.5% | -57.5% | -35.1% |
| YTD | -31.3% | +53.6% | -84.9% | -50.7% |
| 1Y | -24.0% | +63.3% | -87.2% | -48.0% |
| 3Y | +45.0% | +101.7% | -56.8% | -16.6% |
| All | -21.5% | +89.5% | -111.0% | -53.9% |
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