+356.2%
SPG vs CPAY
+1,533.9%
-1,177.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -2.2% | -2.7% | +0.5% | -1.1% |
| 30D | -5.8% | +0.6% | -6.3% | -6.1% |
| 3M | -2.8% | +17.0% | -19.8% | -9.6% |
| 6M | +8.9% | +24.1% | -15.2% | -2.3% |
| YTD | +14.3% | +35.7% | -21.5% | -2.6% |
| 1Y | +19.5% | +34.0% | -14.5% | +1.7% |
| 3Y | +106.9% | +50.3% | +56.6% | +62.8% |
| 5Y | +108.7% | +56.7% | +52.1% | +57.3% |
| 10Y | +63.8% | +153.9% | -90.1% | +9.8% |
| All | +356.2% | +1,533.9% | -1,177.7% | +70.5% |
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