-10.7%
CMG vs CPAY
+29.9%
-40.7%
-33.5%
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% | -1.5% |
| 7D | -2.8% | +2.1% | -4.9% | -3.2% |
| 30D | +7.1% | +5.5% | +1.6% | +5.9% |
| 3M | +31.2% | +16.6% | +14.6% | +26.5% |
| 6M | +0.7% | +26.7% | -26.0% | -5.0% |
| YTD | -0.1% | +38.4% | -38.5% | -8.4% |
| 1Y | -10.7% | +30.1% | -40.9% | -13.5% |
| All | -10.7% | +29.9% | -40.7% | -13.5% |
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 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