+170.7%
SAN vs CPAY
+1,748.9%
-1,578.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | 0.0% |
| 7D | +4.0% | +1.6% | +2.5% | +3.3% |
| 30D | -7.8% | +17.6% | -25.4% | -14.9% |
| 3M | -16.4% | +8.7% | -25.1% | -19.8% |
| 6M | +3.5% | +39.5% | -36.0% | -12.4% |
| YTD | +6.7% | +53.6% | -46.9% | -15.8% |
| 1Y | +14.5% | +63.3% | -48.8% | -12.5% |
| 3Y | +243.5% | +101.7% | +141.8% | +123.8% |
| 5Y | +296.2% | +91.4% | +204.8% | +160.3% |
| 10Y | +268.5% | +221.7% | +46.8% | +82.8% |
| All | +170.7% | +1,748.9% | -1,578.2% | -39.0% |
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