+457.5%
CSGP vs CPAY
+1,720.6%
-1,263.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -5.4% |
| 7D | +1.3% | +13.5% | -12.3% | -4.1% |
| 30D | +10.7% | +13.1% | -2.4% | +5.2% |
| 3M | +3.3% | +14.3% | -11.0% | -2.3% |
| 6M | -10.3% | +49.0% | -59.4% | -24.6% |
| YTD | -54.6% | +51.3% | -105.8% | -62.3% |
| 1Y | -54.6% | +63.7% | -118.4% | -63.7% |
| 3Y | -60.3% | +95.0% | -155.3% | -71.2% |
| 5Y | -63.3% | +86.0% | -149.3% | -73.3% |
| 10Y | +66.5% | +203.3% | -136.9% | -5.5% |
| All | +457.5% | +1,720.6% | -1,263.2% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling