+57.0%
CPAY vs BG
+81.8%
-24.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.3% |
| 7D | -2.0% | +3.1% | -5.1% | -2.7% |
| 30D | -0.4% | +10.2% | -10.6% | -2.6% |
| 3M | +16.4% | -1.7% | +18.0% | +16.4% |
| 6M | +23.5% | +1.0% | +22.5% | +22.3% |
| YTD | +35.7% | +39.9% | -4.3% | +22.3% |
| 1Y | +30.2% | +53.2% | -23.0% | +13.8% |
| 3Y | +49.7% | +16.3% | +33.5% | +40.0% |
| All | +57.0% | +81.8% | -24.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling