+1.5%
SMR vs CPAY
+74.4%
-72.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.9% |
| 7D | +4.7% | -2.7% | +7.4% | +6.1% |
| 30D | +3.2% | +0.6% | +2.7% | +2.7% |
| 3M | +9.9% | +17.0% | -7.1% | -1.0% |
| 6M | -15.1% | +24.1% | -39.3% | -26.5% |
| YTD | -27.9% | +35.7% | -63.7% | -41.3% |
| 1Y | -70.2% | +34.0% | -104.3% | -75.9% |
| 3Y | +72.5% | +50.3% | +22.2% | +30.4% |
| All | +1.5% | +74.4% | -72.9% | -30.2% |
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