+87.2%
STLD vs CPAY
+29.9%
+57.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +3.1% | +2.1% | +1.1% | +2.9% |
| 30D | -9.0% | +5.5% | -14.5% | -9.6% |
| 3M | -12.4% | +16.6% | -28.9% | -14.0% |
| 6M | +25.5% | +26.7% | -1.2% | +21.5% |
| YTD | +43.6% | +38.4% | +5.3% | +37.7% |
| 1Y | +87.2% | +30.1% | +57.0% | +82.1% |
| All | +87.2% | +29.9% | +57.3% | +82.1% |
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 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