+56.2%
SAP vs CPAY
+54.3%
+1.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | -2.5% | +2.2% | +0.7% |
| 30D | +0.3% | +1.3% | -1.0% | -0.2% |
| 3M | +16.9% | +13.5% | +3.4% | +11.8% |
| 6M | +6.3% | +24.7% | -18.4% | -1.9% |
| YTD | -12.4% | +34.9% | -47.4% | -22.2% |
| 1Y | -21.6% | +29.7% | -51.3% | -29.6% |
| 3Y | +54.8% | +49.4% | +5.4% | +26.6% |
| 5Y | +56.2% | +53.5% | +2.7% | +16.8% |
| All | +56.2% | +54.3% | +1.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling