+2.2%
SPGI vs CPAY
+54.3%
-52.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -3.1% | -2.5% | -0.6% | -2.2% |
| 30D | +2.0% | +1.3% | +0.7% | +1.5% |
| 3M | +4.3% | +13.5% | -9.2% | -0.6% |
| 6M | -0.2% | +24.7% | -25.0% | -8.6% |
| YTD | -14.8% | +34.9% | -49.7% | -25.1% |
| 1Y | -18.5% | +29.7% | -48.2% | -27.4% |
| 3Y | +16.0% | +49.4% | -33.4% | -5.8% |
| 5Y | +2.2% | +53.5% | -51.3% | -25.5% |
| All | +2.2% | +54.3% | -52.1% | -25.5% |
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 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