+19.9%
SM vs CPAY
+155.2%
-135.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +4.6% | -2.0% | +6.5% | +6.1% |
| 30D | +18.2% | -0.4% | +18.6% | +17.9% |
| 3M | +22.5% | +16.4% | +6.2% | +6.5% |
| 6M | +50.6% | +23.5% | +27.0% | +20.3% |
| YTD | +108.1% | +35.7% | +72.5% | +48.0% |
| 1Y | +46.0% | +30.2% | +15.8% | +6.2% |
| 3Y | +2.9% | +49.7% | -46.9% | -37.8% |
| 5Y | +112.6% | +56.6% | +56.0% | +18.5% |
| All | +19.9% | +155.2% | -135.3% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling