+211.9%
SFM vs CPAY
+53.2%
+158.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -8.8% | -2.7% | -6.1% | -8.2% |
| 30D | -14.5% | +0.6% | -15.0% | -14.6% |
| 3M | -16.8% | +17.0% | -33.9% | -19.6% |
| 6M | -5.3% | +24.1% | -29.5% | -10.0% |
| YTD | -9.4% | +35.7% | -45.1% | -16.5% |
| 1Y | -46.2% | +34.0% | -80.2% | -50.3% |
| 3Y | +81.3% | +50.3% | +31.0% | +62.0% |
| 5Y | +211.9% | +56.7% | +155.2% | +166.9% |
| All | +211.9% | +53.2% | +158.7% | +166.9% |
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