+169.1%
SIRI vs CPAY
+1,532.9%
-1,363.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.6% | -2.0% | +2.5% | +1.2% |
| 30D | +2.5% | -0.4% | +2.9% | +2.6% |
| 3M | +6.6% | +16.4% | -9.7% | +1.1% |
| 6M | +32.9% | +23.5% | +9.4% | +22.8% |
| YTD | +50.5% | +35.7% | +14.8% | +33.5% |
| 1Y | +28.0% | +30.2% | -2.2% | +14.6% |
| 3Y | -22.4% | +49.7% | -72.1% | -34.5% |
| 5Y | -41.3% | +56.6% | -97.8% | -52.3% |
| 10Y | -10.4% | +153.8% | -164.2% | -40.1% |
| All | +169.1% | +1,532.9% | -1,363.8% | -0.5% |
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