+711.4%
SPYM vs CPAY
+1,524.4%
-813.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | -1.4% | +1.3% | -2.7% | -1.8% |
| 3M | +3.7% | +13.5% | -9.8% | -0.6% |
| 6M | +13.0% | +24.7% | -11.7% | +4.5% |
| YTD | +12.5% | +34.9% | -22.5% | +0.4% |
| 1Y | +18.6% | +29.7% | -11.1% | +6.8% |
| 3Y | +78.0% | +49.4% | +28.6% | +50.0% |
| 5Y | +82.3% | +53.5% | +28.8% | +49.3% |
| 10Y | +322.9% | +152.5% | +170.4% | +193.8% |
| All | +711.4% | +1,524.4% | -813.0% | +269.9% |
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