+57.0%
CPAY vs SBAC
-43.5%
+100.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -1.4% |
| 30D | -0.4% | +2.0% | -2.4% | -0.9% |
| 3M | +16.4% | -8.3% | +24.7% | +18.7% |
| 6M | +23.5% | +0.3% | +23.2% | +22.2% |
| YTD | +35.7% | -2.2% | +37.9% | +34.6% |
| 1Y | +30.2% | -4.6% | +34.8% | +30.0% |
| 3Y | +49.7% | -8.3% | +58.0% | +47.4% |
| All | +57.0% | -43.5% | +100.5% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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