-7.7%
SRE vs CPAY
+59.0%
-66.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.8% | -2.8% |
| 7D | -2.1% | +5.7% | -7.8% | -2.0% |
| 30D | +6.1% | +4.2% | +1.9% | +6.1% |
| 3M | -3.5% | +5.6% | -9.1% | -3.4% |
| 6M | -10.8% | +34.7% | -45.5% | -10.7% |
| YTD | -4.0% | +39.1% | -43.1% | -5.0% |
| 1Y | -7.7% | +60.3% | -67.9% | -10.4% |
| All | -7.7% | +59.0% | -66.7% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling