+281.1%
CG vs CPAY
+1,041.3%
-760.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.3% |
| 7D | +0.2% | +1.6% | -1.4% | -0.6% |
| 30D | +11.2% | +17.6% | -6.4% | +1.5% |
| 3M | -22.1% | +8.7% | -30.8% | -25.8% |
| 6M | -17.9% | +39.5% | -57.5% | -32.2% |
| YTD | -31.3% | +53.6% | -84.9% | -47.2% |
| 1Y | -24.0% | +63.3% | -87.2% | -43.6% |
| 3Y | +45.0% | +101.7% | -56.8% | -3.5% |
| 5Y | -22.6% | +91.4% | -114.0% | -47.3% |
| 10Y | +282.1% | +221.7% | +60.5% | +104.1% |
| All | +281.1% | +1,041.3% | -760.1% | +58.1% |
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 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