+715.4%
SPY vs CPAY
+1,528.2%
-812.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +0.5% | +0.6% | 0.0% | +0.3% |
| 30D | -0.9% | +3.6% | -4.5% | -2.2% |
| 3M | +3.9% | +16.6% | -12.7% | -1.6% |
| 6M | +14.5% | +29.5% | -14.9% | +4.1% |
| YTD | +12.9% | +35.3% | -22.3% | +0.2% |
| 1Y | +19.4% | +30.6% | -11.3% | +6.6% |
| 3Y | +78.5% | +49.7% | +28.7% | +49.0% |
| 5Y | +81.8% | +54.4% | +27.3% | +47.1% |
| 10Y | +311.5% | +142.8% | +168.7% | +179.2% |
| All | +715.4% | +1,528.2% | -812.8% | +218.7% |
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