+327.2%
SMH vs CPAY
+55.3%
+271.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -2.0% | +2.2% | +1.1% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | -6.7% | +16.4% | -23.1% | -14.1% |
| 6M | +41.8% | +23.5% | +18.2% | +25.6% |
| YTD | +57.9% | +35.7% | +22.2% | +31.1% |
| 1Y | +87.6% | +30.2% | +57.5% | +58.2% |
| 3Y | +282.9% | +49.7% | +233.2% | +187.4% |
| All | +327.2% | +55.3% | +271.9% | +189.1% |
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