+318.0%
SPYM vs CPAY
+155.2%
+162.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.1% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +3.9% | +16.4% | -12.5% | -1.8% |
| 6M | +13.6% | +23.5% | -9.9% | +4.5% |
| YTD | +12.7% | +35.7% | -22.9% | -0.7% |
| 1Y | +17.6% | +30.2% | -12.6% | +4.6% |
| 3Y | +77.2% | +49.7% | +27.5% | +45.9% |
| 5Y | +84.1% | +56.6% | +27.6% | +45.4% |
| All | +318.0% | +155.2% | +162.9% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling