+56.2%
SAP vs CPAY
+48.3%
+7.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | -2.5% | +2.2% | +0.5% |
| 30D | +0.3% | +1.3% | -1.0% | -0.2% |
| 3M | +16.9% | +13.5% | +3.4% | +12.6% |
| 6M | +6.3% | +24.7% | -18.4% | -0.2% |
| YTD | -12.4% | +34.9% | -47.4% | -20.1% |
| 1Y | -21.6% | +29.7% | -51.3% | -27.8% |
| All | +56.2% | +48.3% | +7.9% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling