+1,393.8%
CPAY vs SPY
+713.1%
+680.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | +0.6% | +0.5% | 0.0% | 0.0% |
| 30D | +3.6% | -0.9% | +4.5% | +4.7% |
| 3M | +16.6% | +3.9% | +12.7% | +11.4% |
| 6M | +29.5% | +14.5% | +14.9% | +10.8% |
| YTD | +35.3% | +12.9% | +22.3% | +17.9% |
| 1Y | +30.6% | +19.4% | +11.3% | +6.9% |
| 3Y | +49.7% | +78.5% | -28.7% | -20.5% |
| 5Y | +54.4% | +81.8% | -27.3% | -19.2% |
| 10Y | +142.8% | +311.5% | -168.7% | -45.5% |
| All | +1,393.8% | +713.1% | +680.6% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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