+340.4%
CG vs CPAY
+905.1%
-564.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.0% |
| 7D | -1.3% | +0.6% | -1.8% | -1.6% |
| 30D | -3.2% | +3.6% | -6.8% | -5.0% |
| 3M | +6.2% | +16.6% | -10.4% | -2.6% |
| 6M | -4.7% | +29.5% | -34.1% | -18.3% |
| YTD | -20.6% | +35.3% | -55.9% | -34.4% |
| 1Y | -26.4% | +30.6% | -57.0% | -38.3% |
| 3Y | +55.4% | +49.7% | +5.6% | +21.8% |
| 5Y | +9.8% | +54.4% | -44.6% | -16.4% |
| 10Y | +341.4% | +142.8% | +198.5% | +168.6% |
| All | +340.4% | +905.1% | -564.7% | +96.5% |
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