+81.1%
STLD vs CPAY
+33.9%
+47.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -2.0% | +1.0% | -0.7% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -14.0% | +16.4% | -30.4% | -15.7% |
| 6M | +30.8% | +23.5% | +7.3% | +26.8% |
| YTD | +42.3% | +35.7% | +6.6% | +36.2% |
| 1Y | +81.1% | +30.2% | +50.9% | +82.9% |
| All | +81.1% | +33.9% | +47.2% | +82.9% |
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 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