+343.3%
SPGI vs CPAY
+219.9%
+123.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | +1.2% | +1.6% | -0.3% | +0.6% |
| 30D | +15.9% | +17.6% | -1.7% | +8.3% |
| 3M | +12.3% | +8.7% | +3.6% | +8.3% |
| 6M | +23.7% | +39.5% | -15.8% | +7.6% |
| YTD | -3.5% | +53.6% | -57.1% | -20.8% |
| 1Y | +0.4% | +63.3% | -62.8% | -19.8% |
| 3Y | +29.9% | +101.7% | -71.8% | -8.7% |
| 5Y | +15.2% | +91.4% | -76.2% | -19.2% |
| All | +343.3% | +219.9% | +123.5% | +162.5% |
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 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