-47.2%
SFM vs CPAY
+33.9%
-81.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -10.6% | -2.0% | -8.7% | -10.4% |
| 30D | -15.5% | -0.4% | -15.1% | -15.4% |
| 3M | -17.4% | +16.4% | -33.8% | -19.0% |
| 6M | -3.4% | +23.5% | -27.0% | -5.9% |
| YTD | -8.7% | +35.7% | -44.3% | -15.5% |
| 1Y | -47.2% | +30.2% | -77.3% | -53.4% |
| All | -47.2% | +33.9% | -81.1% | -53.4% |
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