-60.6%
CSGP vs CPAY
+101.0%
-161.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | +1.3% | +1.6% | -0.2% | +0.7% |
| 30D | +2.8% | +17.6% | -14.8% | -3.4% |
| 3M | -6.3% | +8.7% | -15.0% | -9.4% |
| 6M | -3.2% | +39.5% | -42.7% | -14.6% |
| YTD | -54.0% | +53.6% | -107.6% | -61.1% |
| 1Y | -54.8% | +63.3% | -118.1% | -62.8% |
| 3Y | -60.6% | +101.7% | -162.3% | -71.6% |
| All | -60.6% | +101.0% | -161.6% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling