+450.0%
SN vs CPAY
+101.0%
+349.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.1% |
| 7D | +1.5% | +1.6% | 0.0% | +0.8% |
| 30D | +21.5% | +17.6% | +3.9% | +11.4% |
| 3M | +20.0% | +8.7% | +11.3% | +14.6% |
| 6M | +119.9% | +39.5% | +80.4% | +82.6% |
| YTD | +102.3% | +53.6% | +48.7% | +53.5% |
| 1Y | +148.0% | +63.3% | +84.7% | +80.2% |
| 3Y | +450.0% | +101.7% | +348.3% | +246.9% |
| All | +450.0% | +101.0% | +349.0% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling