+48.9%
CPAY vs ACM
-22.3%
+71.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +1.0% |
| 7D | -2.5% | -3.7% | +1.2% | -1.0% |
| 30D | +1.3% | -12.7% | +14.0% | +6.4% |
| 3M | +13.5% | -9.8% | +23.3% | +17.1% |
| 6M | +24.7% | -31.4% | +56.1% | +46.2% |
| YTD | +34.9% | -32.1% | +67.0% | +59.3% |
| 1Y | +29.7% | -47.8% | +77.5% | +71.5% |
| All | +48.9% | -22.3% | +71.2% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling