+1,540.1%
SPGI vs CPAY
+1,565.5%
-25.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +0.1% | +2.1% | -1.9% | -0.7% |
| 30D | +8.4% | +5.5% | +2.9% | +6.1% |
| 3M | +11.8% | +16.6% | -4.7% | +5.2% |
| 6M | +5.7% | +26.7% | -21.0% | -4.4% |
| YTD | -9.7% | +38.4% | -48.0% | -21.8% |
| 1Y | -12.5% | +30.1% | -42.6% | -22.7% |
| 3Y | +21.8% | +52.6% | -30.8% | -1.6% |
| 5Y | +8.2% | +59.0% | -50.8% | -16.2% |
| 10Y | +309.5% | +148.4% | +161.1% | +159.3% |
| All | +1,540.1% | +1,565.5% | -25.4% | +515.7% |
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