+49.7%
CPAY vs ABCL
+105.4%
-55.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +0.6% | +1.4% | -0.9% | +0.4% |
| 30D | +3.6% | +65.1% | -61.5% | -2.8% |
| 3M | +16.6% | +111.1% | -94.4% | +5.4% |
| 6M | +29.5% | +231.6% | -202.1% | +10.2% |
| YTD | +35.3% | +234.5% | -199.2% | +14.2% |
| 1Y | +30.6% | +174.3% | -143.7% | +11.7% |
| 3Y | +49.7% | +111.5% | -61.7% | +18.6% |
| All | +49.7% | +105.4% | -55.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling