-64.8%
CSGP vs CPAY
+59.0%
-123.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -4.1% | +2.1% | -6.1% | -5.0% |
| 30D | +2.3% | +5.5% | -3.2% | -0.1% |
| 3M | -8.2% | +16.6% | -24.7% | -14.2% |
| 6M | -35.1% | +26.7% | -61.7% | -42.0% |
| YTD | -54.0% | +38.4% | -92.4% | -60.8% |
| 1Y | -65.3% | +30.1% | -95.4% | -69.7% |
| 3Y | -62.6% | +52.6% | -115.2% | -71.0% |
| All | -64.8% | +59.0% | -123.8% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling