-78.0%
SE vs CPAY
+89.5%
-167.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.3% |
| 7D | -0.5% | +1.6% | -2.0% | -1.5% |
| 30D | -20.9% | +17.6% | -38.5% | -29.1% |
| 3M | -38.9% | +8.7% | -47.6% | -42.4% |
| 6M | -19.4% | +39.5% | -59.0% | -35.9% |
| YTD | -40.9% | +53.6% | -94.5% | -57.6% |
| 1Y | -46.2% | +63.3% | -109.4% | -63.4% |
| 3Y | +63.7% | +101.7% | -38.0% | -19.7% |
| All | -78.0% | +89.5% | -167.5% | -88.9% |
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