+563.4%
SPMO vs CPAY
+178.5%
+384.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.9% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | +2.8% | +17.0% | -14.2% | -2.5% |
| 6M | +24.4% | +24.1% | +0.3% | +15.2% |
| YTD | +24.2% | +35.7% | -11.6% | +10.8% |
| 1Y | +24.5% | +34.0% | -9.5% | +11.0% |
| 3Y | +155.6% | +50.3% | +105.3% | +116.4% |
| 5Y | +148.2% | +56.7% | +91.5% | +103.0% |
| 10Y | +514.8% | +153.9% | +360.9% | +351.0% |
| All | +563.4% | +178.5% | +384.9% | +387.3% |
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