+466.9%
SAP vs CPAY
+1,565.5%
-1,098.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.9% | +2.1% | -5.0% | -3.6% |
| 30D | +9.0% | +5.5% | +3.5% | +6.9% |
| 3M | +14.9% | +16.6% | -1.6% | +9.0% |
| 6M | +11.9% | +26.7% | -14.8% | +2.6% |
| YTD | -9.9% | +38.4% | -48.3% | -20.6% |
| 1Y | -19.5% | +30.1% | -49.7% | -27.8% |
| 3Y | +61.8% | +52.6% | +9.2% | +33.6% |
| 5Y | +56.2% | +59.0% | -2.8% | +24.3% |
| 10Y | +180.6% | +148.4% | +32.2% | +87.3% |
| All | +466.9% | +1,565.5% | -1,098.6% | +95.8% |
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 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