+83.6%
SFM vs CPAY
+48.3%
+35.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | -7.2% | -2.5% | -4.7% | -6.6% |
| 30D | -14.3% | +1.3% | -15.6% | -14.6% |
| 3M | -13.7% | +13.5% | -27.2% | -16.3% |
| 6M | -6.0% | +24.7% | -30.7% | -11.1% |
| YTD | -8.2% | +34.9% | -43.2% | -16.3% |
| 1Y | -46.2% | +29.7% | -75.9% | -50.6% |
| All | +83.6% | +48.3% | +35.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling