+83.8%
SPYM vs CPAY
+55.3%
+28.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.2% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +3.9% | +16.4% | -12.5% | -1.4% |
| 6M | +13.6% | +23.5% | -9.9% | +5.2% |
| YTD | +12.7% | +35.7% | -22.9% | 0.0% |
| 1Y | +17.6% | +30.2% | -12.6% | +5.4% |
| 3Y | +77.2% | +49.7% | +27.5% | +46.1% |
| All | +83.8% | +55.3% | +28.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling