+1,097.8%
STLD vs CPAY
+155.3%
+942.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -3.6% | -2.7% | -1.0% | -2.4% |
| 30D | -10.1% | +0.6% | -10.7% | -10.4% |
| 3M | -11.4% | +17.0% | -28.5% | -18.3% |
| 6M | +30.8% | +24.1% | +6.7% | +16.3% |
| YTD | +40.7% | +35.7% | +4.9% | +17.5% |
| 1Y | +80.8% | +34.0% | +46.8% | +51.0% |
| 3Y | +140.2% | +50.3% | +89.9% | +84.1% |
| 5Y | +288.5% | +56.7% | +231.8% | +184.7% |
| All | +1,097.8% | +155.3% | +942.5% | +591.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling