+113.0%
SLV vs CPAY
+1,565.5%
-1,452.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | +2.1% | -2.4% | -0.5% |
| 30D | +6.7% | +5.5% | +1.2% | +6.1% |
| 3M | -10.7% | +16.6% | -27.3% | -12.1% |
| 6M | -20.6% | +26.7% | -47.3% | -22.5% |
| YTD | -7.1% | +38.4% | -45.5% | -10.3% |
| 1Y | +62.0% | +30.1% | +31.8% | +57.3% |
| 3Y | +169.8% | +52.6% | +117.2% | +155.6% |
| 5Y | +161.5% | +59.0% | +102.5% | +143.7% |
| 10Y | +224.4% | +148.4% | +76.0% | +187.8% |
| All | +113.0% | +1,565.5% | -1,452.4% | +48.9% |
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