+4,041.8%
SMH vs CPAY
+1,532.9%
+2,508.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 6M | +41.8% | +23.5% | +18.2% | +27.5% |
| YTD | +57.9% | +35.7% | +22.2% | +34.9% |
| 1Y | +87.6% | +30.2% | +57.5% | +62.0% |
| 3Y | +282.9% | +49.7% | +233.2% | +206.3% |
| 5Y | +330.4% | +56.6% | +273.8% | +233.0% |
| 10Y | +1,857.0% | +153.8% | +1,703.2% | +1,126.1% |
| All | +4,041.8% | +1,532.9% | +2,508.9% | +1,363.3% |
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