-63.7%
CSGP vs CPAY
+90.1%
-153.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -6.1% | +2.0% | -8.1% | -7.0% |
| 30D | +0.3% | +14.3% | -13.9% | -5.5% |
| 3M | -1.3% | +11.3% | -12.6% | -5.9% |
| 6M | -8.9% | +34.8% | -43.7% | -20.3% |
| YTD | -55.2% | +51.5% | -106.8% | -63.3% |
| 1Y | -56.4% | +59.0% | -115.4% | -65.1% |
| 3Y | -62.2% | +97.2% | -159.4% | -74.2% |
| 5Y | -63.7% | +88.8% | -152.5% | -74.9% |
| All | -63.7% | +90.1% | -153.8% | -74.9% |
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