+98.3%
SPYG vs CPAY
+49.1%
+49.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -2.0% | +1.1% | -0.4% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | +3.7% | +16.4% | -12.6% | -0.7% |
| 6M | +16.4% | +23.5% | -7.1% | +9.2% |
| YTD | +13.3% | +35.7% | -22.3% | +2.4% |
| 1Y | +17.9% | +30.2% | -12.3% | +7.8% |
| 3Y | +98.3% | +49.7% | +48.6% | +73.2% |
| All | +98.3% | +49.1% | +49.3% | +73.2% |
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