+1,393.8%
CPAY vs SBAC
+425.1%
+968.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | +3.6% | +3.2% | +0.4% | +2.4% |
| 3M | +16.6% | -5.1% | +21.7% | +18.4% |
| 6M | +29.5% | -2.1% | +31.6% | +28.5% |
| YTD | +35.3% | -0.5% | +35.8% | +32.8% |
| 1Y | +30.6% | +1.1% | +29.5% | +27.2% |
| 3Y | +49.7% | -7.4% | +57.2% | +46.3% |
| 5Y | +54.4% | -44.3% | +98.8% | +81.6% |
| 10Y | +142.8% | +77.6% | +65.3% | +70.1% |
| All | +1,393.8% | +425.1% | +968.7% | +519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling