+948.1%
SPYG vs CPAY
+1,532.9%
-584.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -2.0% | +1.1% | -0.2% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | +3.7% | +16.4% | -12.6% | -1.8% |
| 6M | +16.4% | +23.5% | -7.1% | +7.3% |
| YTD | +13.3% | +35.7% | -22.3% | +0.2% |
| 1Y | +17.9% | +30.2% | -12.3% | +5.2% |
| 3Y | +98.3% | +49.7% | +48.6% | +65.1% |
| 5Y | +86.4% | +56.6% | +29.9% | +50.0% |
| 10Y | +421.9% | +153.8% | +268.1% | +249.0% |
| All | +948.1% | +1,532.9% | -584.7% | +319.4% |
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