+225.4%
SAN vs CPAY
+1,528.2%
-1,302.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.6% |
| 7D | +3.3% | +0.6% | +2.8% | +3.1% |
| 30D | +1.1% | +3.6% | -2.5% | -0.7% |
| 3M | +22.2% | +16.6% | +5.6% | +12.9% |
| 6M | +36.0% | +29.5% | +6.5% | +18.5% |
| YTD | +28.2% | +35.3% | -7.0% | +7.8% |
| 1Y | +54.1% | +30.6% | +23.5% | +30.6% |
| 3Y | +354.2% | +49.7% | +304.5% | +243.8% |
| 5Y | +387.3% | +54.4% | +332.9% | +255.9% |
| 10Y | +334.8% | +142.8% | +192.0% | +146.1% |
| All | +225.4% | +1,528.2% | -1,302.8% | -21.9% |
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