+251.0%
SPOT vs CPAY
+104.0%
+147.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -6.5% | -2.5% | -4.0% | -5.6% |
| 30D | +2.2% | +1.3% | +0.9% | +1.7% |
| 3M | +5.4% | +13.5% | -8.1% | +0.4% |
| 6M | -4.0% | +24.7% | -28.7% | -12.4% |
| YTD | -9.9% | +34.9% | -44.9% | -21.3% |
| 1Y | -27.3% | +29.7% | -57.0% | -35.9% |
| 3Y | +236.4% | +49.4% | +187.0% | +170.4% |
| 5Y | +112.6% | +53.5% | +59.1% | +64.3% |
| All | +251.0% | +104.0% | +147.0% | +112.5% |
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 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