+519.0%
SAP vs CPAY
+1,748.9%
-1,229.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +0.6% | +1.6% | -0.9% | +0.1% |
| 30D | +6.5% | +17.6% | -11.1% | +0.5% |
| 3M | +12.2% | +8.7% | +3.5% | +8.8% |
| 6M | +46.1% | +39.5% | +6.5% | +30.0% |
| YTD | -1.6% | +53.6% | -55.2% | -16.5% |
| 1Y | -5.1% | +63.3% | -68.4% | -21.3% |
| 3Y | +68.4% | +101.7% | -33.4% | +25.8% |
| 5Y | +79.4% | +91.4% | -12.0% | +34.1% |
| 10Y | +230.5% | +221.7% | +8.8% | +103.4% |
| All | +519.0% | +1,748.9% | -1,229.9% | +105.8% |
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