+368.8%
SNXX vs CPAY
+26.2%
+342.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.1% |
| 7D | -12.0% | -2.0% | -10.1% | -12.9% |
| 30D | +37.9% | -0.4% | +38.3% | +37.4% |
| 3M | -52.7% | +16.4% | -69.0% | -46.3% |
| 6M | +194.8% | +23.5% | +171.3% | +218.4% |
| All | +368.8% | +26.2% | +342.6% | +445.0% |
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