-75.5%
SMR vs CPAY
+33.9%
-109.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.1% | -15.6% | -15.7% |
| 7D | -11.2% | -2.0% | -9.3% | -11.0% |
| 30D | -10.2% | -0.4% | -9.9% | -10.2% |
| 3M | -10.0% | +16.4% | -26.4% | -13.3% |
| 6M | -30.5% | +23.5% | -54.0% | -34.2% |
| YTD | -39.2% | +35.7% | -74.9% | -40.0% |
| 1Y | -75.5% | +30.2% | -105.7% | -75.1% |
| All | -75.5% | +33.9% | -109.4% | -75.1% |
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 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