+10.9%
CMG vs CPAY
+59.0%
-48.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.9% | +5.4% |
| 7D | +22.5% | +5.7% | +16.8% | +21.7% |
| 30D | +14.1% | +4.2% | +9.9% | +13.5% |
| 3M | +4.1% | +5.6% | -1.5% | +3.4% |
| 6M | +10.1% | +34.7% | -24.6% | +5.9% |
| YTD | -4.9% | +39.1% | -44.0% | -6.3% |
| 1Y | +10.9% | +60.3% | -49.4% | +11.8% |
| All | +10.9% | +59.0% | -48.1% | +11.8% |
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