+708.4%
SGI vs CPAY
+1,524.4%
-815.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.8% |
| 30D | +5.5% | +1.3% | +4.2% | +4.9% |
| 3M | -3.6% | +13.5% | -17.1% | -9.8% |
| 6M | -15.0% | +24.7% | -39.7% | -24.9% |
| YTD | -23.0% | +34.9% | -58.0% | -35.2% |
| 1Y | -18.4% | +29.7% | -48.1% | -30.2% |
| 3Y | +57.8% | +49.4% | +8.4% | +22.3% |
| 5Y | +51.5% | +53.5% | -2.0% | +14.3% |
| 10Y | +275.2% | +152.5% | +122.7% | +126.1% |
| All | +708.4% | +1,524.4% | -815.9% | +126.8% |
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