+309.7%
SN vs CPAY
+63.3%
+246.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -3.4% | -2.5% | -0.9% | -2.2% |
| 30D | -9.1% | +1.3% | -10.4% | -9.8% |
| 3M | +31.8% | +13.5% | +18.3% | +22.5% |
| 6M | +52.0% | +24.7% | +27.3% | +33.5% |
| YTD | +51.3% | +34.9% | +16.4% | +23.8% |
| 1Y | +46.9% | +29.7% | +17.2% | +22.8% |
| 3Y | +394.9% | +49.4% | +345.5% | +290.6% |
| All | +309.7% | +63.3% | +246.3% | +208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling