+113.0%
SM vs CPAY
+53.2%
+59.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +2.1% | -2.7% | +4.8% | +3.6% |
| 30D | +18.1% | +0.6% | +17.6% | +17.4% |
| 3M | +17.0% | +17.0% | -0.1% | +5.9% |
| 6M | +55.4% | +24.1% | +31.3% | +33.2% |
| YTD | +108.6% | +35.7% | +72.8% | +64.7% |
| 1Y | +45.7% | +34.0% | +11.7% | +15.1% |
| 3Y | -0.3% | +50.3% | -50.6% | -29.3% |
| 5Y | +113.0% | +56.7% | +56.4% | +40.6% |
| All | +113.0% | +53.2% | +59.9% | +40.6% |
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 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