+62.1%
SPG vs CPAY
+155.2%
-93.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -1.2% | -2.0% | +0.8% | -0.2% |
| 30D | -6.1% | -0.4% | -5.8% | -6.1% |
| 3M | -3.6% | +16.4% | -20.0% | -11.4% |
| 6M | +10.4% | +23.5% | -13.1% | -2.9% |
| YTD | +14.4% | +35.7% | -21.3% | -5.9% |
| 1Y | +16.5% | +30.2% | -13.6% | -2.8% |
| 3Y | +106.8% | +49.7% | +57.1% | +52.7% |
| 5Y | +108.9% | +56.6% | +52.3% | +45.0% |
| All | +62.1% | +155.2% | -93.1% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling