+57.1%
CPAY vs IAG
+813.2%
-756.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | -2.7% | -4.1% | +1.4% | -2.4% |
| 30D | +0.6% | +10.6% | -10.1% | -0.3% |
| 3M | +17.0% | +35.4% | -18.3% | +13.9% |
| 6M | +24.1% | -9.5% | +33.7% | +24.3% |
| YTD | +35.7% | +21.8% | +13.9% | +32.1% |
| 1Y | +34.0% | +84.1% | -50.1% | +25.4% |
| 3Y | +50.3% | +817.4% | -767.1% | +17.0% |
| All | +57.1% | +813.2% | -756.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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