+83.5%
STLA vs CPAY
+1,528.2%
-1,444.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.1% |
| 7D | +0.7% | +0.6% | +0.2% | +0.5% |
| 30D | -2.4% | +3.6% | -5.9% | -4.0% |
| 3M | -23.9% | +16.6% | -40.5% | -29.1% |
| 6M | -24.6% | +29.5% | -54.1% | -33.5% |
| YTD | -50.5% | +35.3% | -85.8% | -58.4% |
| 1Y | -39.8% | +30.6% | -70.5% | -48.7% |
| 3Y | -65.6% | +49.7% | -115.4% | -72.8% |
| 5Y | -62.1% | +54.4% | -116.5% | -70.8% |
| 10Y | +47.8% | +142.8% | -95.0% | -6.3% |
| All | +83.5% | +1,528.2% | -1,444.7% | -15.4% |
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