+57.9%
SO vs CPAY
+54.3%
+3.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | 0.0% | -2.5% | +2.5% | +0.2% |
| 30D | -2.5% | +1.3% | -3.8% | -2.6% |
| 3M | -4.2% | +13.5% | -17.7% | -5.3% |
| 6M | -7.7% | +24.7% | -32.4% | -9.7% |
| YTD | +3.8% | +34.9% | -31.1% | +0.3% |
| 1Y | +0.1% | +29.7% | -29.6% | -3.0% |
| 3Y | +44.2% | +49.4% | -5.2% | +33.8% |
| 5Y | +57.9% | +53.5% | +4.4% | +39.3% |
| All | +57.9% | +54.3% | +3.5% | +39.3% |
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