+282.6%
SPGI vs CPAY
+155.3%
+127.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -8.9% | -2.7% | -6.2% | -7.9% |
| 30D | +0.6% | +0.6% | +0.1% | +0.4% |
| 3M | +2.0% | +17.0% | -15.1% | -4.4% |
| 6M | +0.1% | +24.1% | -24.0% | -9.0% |
| YTD | -16.4% | +35.7% | -52.1% | -27.5% |
| 1Y | -18.9% | +34.0% | -52.9% | -29.7% |
| 3Y | +13.8% | +50.3% | -36.5% | -8.8% |
| 5Y | +0.5% | +56.7% | -56.1% | -23.1% |
| All | +282.6% | +155.3% | +127.3% | +141.8% |
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