+75.4%
SPY vs CPAY
+49.2%
+26.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | -2.7% | +0.7% | -1.3% |
| 30D | -1.7% | +0.6% | -2.2% | -1.8% |
| 3M | +4.7% | +17.0% | -12.3% | +0.3% |
| 6M | +12.5% | +24.1% | -11.6% | +5.6% |
| YTD | +11.7% | +35.7% | -24.0% | +1.3% |
| 1Y | +17.5% | +34.0% | -16.5% | +6.7% |
| All | +75.4% | +49.2% | +26.2% | +52.6% |
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