+40.1%
CSGP vs CPAY
+142.6%
-102.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.9% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | +0.3% | +3.6% | -3.3% | -1.1% |
| 3M | -9.1% | +16.6% | -25.8% | -14.7% |
| 6M | -37.3% | +29.5% | -66.8% | -44.1% |
| YTD | -54.9% | +35.3% | -90.1% | -60.7% |
| 1Y | -65.5% | +30.6% | -96.2% | -69.7% |
| 3Y | -63.3% | +49.7% | -113.0% | -70.2% |
| 5Y | -65.8% | +54.4% | -120.2% | -73.2% |
| 10Y | +40.1% | +142.8% | -102.7% | -8.1% |
| All | +40.1% | +142.6% | -102.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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