+82.7%
SPG vs CPAY
+89.5%
-6.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.8% |
| 7D | +2.0% | +1.6% | +0.4% | +1.4% |
| 30D | +17.2% | +17.6% | -0.4% | +10.0% |
| 3M | +6.3% | +8.7% | -2.4% | +2.7% |
| 6M | +18.7% | +39.5% | -20.8% | +3.4% |
| YTD | +30.1% | +53.6% | -23.5% | +6.6% |
| 1Y | +32.8% | +63.3% | -30.5% | +5.5% |
| 3Y | +133.6% | +101.7% | +31.9% | +60.0% |
| All | +82.7% | +89.5% | -6.8% | +24.2% |
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