-18.9%
SGI vs CPAY
+29.9%
-48.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +8.5% | +2.1% | +6.5% | +7.8% |
| 30D | +0.7% | +5.5% | -4.9% | -1.1% |
| 3M | +0.6% | +16.6% | -16.0% | -4.6% |
| 6M | -17.9% | +26.7% | -44.6% | -24.6% |
| YTD | -21.2% | +38.4% | -59.5% | -30.4% |
| 1Y | -18.9% | +30.1% | -49.0% | -32.4% |
| All | -18.9% | +29.9% | -48.8% | -32.4% |
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