-66.9%
SE vs CPAY
+53.2%
-120.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | -4.8% | -2.7% | -2.1% | -3.2% |
| 30D | -18.1% | +0.6% | -18.7% | -18.6% |
| 3M | +30.6% | +17.0% | +13.6% | +17.3% |
| 6M | +20.8% | +24.1% | -3.4% | +3.1% |
| YTD | -15.6% | +35.7% | -51.3% | -33.8% |
| 1Y | -44.2% | +34.0% | -78.2% | -56.5% |
| 3Y | +181.5% | +50.3% | +131.3% | +82.5% |
| 5Y | -66.9% | +56.7% | -123.6% | -80.7% |
| All | -66.9% | +53.2% | -120.1% | -80.7% |
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 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