+386.8%
SO vs CPAY
+1,748.9%
-1,362.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | +4.7% | +17.6% | -12.9% | +2.3% |
| 3M | +1.7% | +8.7% | -7.0% | +0.4% |
| 6M | +2.2% | +39.5% | -37.4% | -2.9% |
| YTD | +10.0% | +53.6% | -43.6% | +2.3% |
| 1Y | +6.0% | +63.3% | -57.2% | -2.4% |
| 3Y | +54.1% | +101.7% | -47.6% | +34.0% |
| 5Y | +79.6% | +91.4% | -11.7% | +55.3% |
| 10Y | +195.5% | +221.7% | -26.2% | +142.0% |
| All | +386.8% | +1,748.9% | -1,362.1% | +242.0% |
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