-73.1%
SMR vs CPAY
+29.9%
-103.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.4% | +2.1% | +2.3% | +3.9% |
| 30D | +3.4% | +5.5% | -2.1% | +2.3% |
| 3M | -19.2% | +16.6% | -35.7% | -22.0% |
| 6M | -22.6% | +26.7% | -49.3% | -27.4% |
| YTD | -31.5% | +38.4% | -69.9% | -33.3% |
| 1Y | -73.1% | +30.1% | -103.2% | -70.6% |
| All | -73.1% | +29.9% | -103.0% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling