+597.0%
SE vs CPAY
+146.7%
+450.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.3% |
| 7D | +0.6% | +0.6% | +0.1% | +0.2% |
| 30D | -0.1% | +3.6% | -3.7% | -2.1% |
| 3M | +34.1% | +16.6% | +17.5% | +22.7% |
| 6M | +23.2% | +29.5% | -6.3% | +5.2% |
| YTD | -11.2% | +35.3% | -46.4% | -27.1% |
| 1Y | -40.5% | +30.6% | -71.2% | -50.8% |
| 3Y | +196.3% | +49.7% | +146.5% | +117.7% |
| 5Y | -67.0% | +54.4% | -121.5% | -76.3% |
| All | +597.0% | +146.7% | +450.3% | +314.2% |
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