+185.2%
SITM vs CPAY
+55.3%
+130.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +3.9% | -2.0% | +5.8% | +5.5% |
| 30D | -6.6% | -0.4% | -6.2% | -6.7% |
| 3M | -11.9% | +16.4% | -28.2% | -24.3% |
| 6M | +81.1% | +23.5% | +57.6% | +44.4% |
| YTD | +80.0% | +35.7% | +44.3% | +29.1% |
| 1Y | +145.8% | +30.2% | +115.7% | +81.8% |
| 3Y | +475.9% | +49.7% | +426.2% | +260.7% |
| All | +185.2% | +55.3% | +130.0% | +57.1% |
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 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