+149.4%
CPAY vs ACM
+131.7%
+17.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -2.7% | -5.9% | +3.2% | +0.1% |
| 30D | +0.6% | -6.2% | +6.8% | +3.0% |
| 3M | +17.0% | -7.9% | +24.9% | +20.0% |
| 6M | +24.1% | -30.6% | +54.7% | +45.0% |
| YTD | +35.7% | -33.3% | +69.0% | +61.8% |
| 1Y | +34.0% | -49.2% | +83.2% | +80.5% |
| 3Y | +50.3% | -23.5% | +73.7% | +63.3% |
| 5Y | +56.7% | +0.9% | +55.7% | +48.8% |
| All | +149.4% | +131.7% | +17.7% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling