-100.0%
SPXU vs CPAY
+1,532.9%
-1,632.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.5% |
| 7D | +2.5% | -2.0% | +4.4% | +0.6% |
| 30D | +4.2% | -0.4% | +4.5% | +4.0% |
| 3M | -9.3% | +16.4% | -25.6% | +5.3% |
| 6M | -30.7% | +23.5% | -54.2% | -13.4% |
| YTD | -28.1% | +35.7% | -63.8% | 0.0% |
| 1Y | -35.2% | +30.2% | -65.4% | -12.8% |
| 3Y | -79.9% | +49.7% | -129.7% | -61.7% |
| 5Y | -86.4% | +56.6% | -142.9% | -64.2% |
| 10Y | -99.5% | +153.8% | -253.3% | -96.8% |
| All | -100.0% | +1,532.9% | -1,632.9% | -98.8% |
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