-52.1%
SE vs CPAY
+71.2%
-123.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.8% | -12.5% | -6.7% |
| 7D | -1.2% | +12.3% | -13.5% | -3.1% |
| 30D | -21.7% | +9.9% | -31.5% | -22.9% |
| 3M | -34.2% | +13.3% | -47.5% | -35.6% |
| 6M | -10.5% | +47.2% | -57.7% | -15.9% |
| YTD | -40.7% | +48.5% | -89.3% | -43.5% |
| 1Y | -52.1% | +70.8% | -122.9% | -50.0% |
| All | -52.1% | +71.2% | -123.3% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling