-19.2%
SM vs CPAY
+1,528.2%
-1,547.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.9% | +5.4% |
| 7D | -0.2% | +0.6% | -0.7% | -0.7% |
| 30D | +31.5% | +3.6% | +27.9% | +27.3% |
| 3M | +17.3% | +16.6% | +0.7% | +1.5% |
| 6M | +48.5% | +29.5% | +19.0% | +14.1% |
| YTD | +106.3% | +35.3% | +71.0% | +47.8% |
| 1Y | +47.3% | +30.6% | +16.7% | +7.0% |
| 3Y | -1.4% | +49.7% | -51.2% | -39.3% |
| 5Y | +114.0% | +54.4% | +59.6% | +24.2% |
| 10Y | +12.5% | +142.8% | -130.3% | -46.5% |
| All | -19.2% | +1,528.2% | -1,547.4% | -86.1% |
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 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