+165.5%
SITM vs CPAY
+29.9%
+135.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.8% |
| 7D | +9.7% | +2.1% | +7.6% | +9.0% |
| 30D | +12.7% | +5.5% | +7.2% | +10.4% |
| 3M | -13.4% | +16.6% | -30.0% | -18.8% |
| 6M | +59.6% | +26.7% | +33.0% | +42.6% |
| YTD | +73.3% | +38.4% | +34.9% | +41.6% |
| 1Y | +165.5% | +30.1% | +135.4% | +95.1% |
| All | +165.5% | +29.9% | +135.6% | +95.1% |
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