+345.3%
SAN vs CPAY
+155.2%
+190.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +0.2% | -2.0% | +2.2% | +1.1% |
| 30D | +0.9% | -0.4% | +1.3% | +1.0% |
| 3M | +19.1% | +16.4% | +2.8% | +10.3% |
| 6M | +33.2% | +23.5% | +9.7% | +18.9% |
| YTD | +29.1% | +35.7% | -6.5% | +8.5% |
| 1Y | +50.2% | +30.2% | +20.1% | +27.8% |
| 3Y | +351.0% | +49.7% | +301.3% | +240.6% |
| 5Y | +394.7% | +56.6% | +338.1% | +256.5% |
| All | +345.3% | +155.2% | +190.1% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling