+553.4%
SE vs CPAY
+147.4%
+406.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -5.2% | -2.0% | -3.3% | -4.2% |
| 30D | -17.1% | -0.4% | -16.7% | -17.1% |
| 3M | +24.0% | +16.4% | +7.6% | +13.6% |
| 6M | +21.0% | +23.5% | -2.5% | +6.1% |
| YTD | -16.7% | +35.7% | -52.4% | -31.8% |
| 1Y | -45.9% | +30.2% | -76.1% | -55.2% |
| 3Y | +177.8% | +49.7% | +128.1% | +104.2% |
| 5Y | -67.4% | +56.6% | -123.9% | -76.7% |
| All | +553.4% | +147.4% | +406.0% | +287.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling