-79.6%
SPXS vs CPAY
+49.1%
-128.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.5% |
| 7D | +2.5% | -2.0% | +4.5% | +1.0% |
| 30D | +4.2% | -0.4% | +4.6% | +4.1% |
| 3M | -9.3% | +16.4% | -25.7% | +1.8% |
| 6M | -30.7% | +23.5% | -54.2% | -17.5% |
| YTD | -28.1% | +35.7% | -63.7% | -5.7% |
| 1Y | -35.1% | +30.2% | -65.2% | -18.0% |
| 3Y | -79.6% | +49.7% | -129.3% | -65.1% |
| All | -79.6% | +49.1% | -128.7% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling