+50.0%
STLD vs CPAY
+62.3%
-12.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.3% |
| 7D | +2.9% | +1.6% | +1.4% | +2.8% |
| 30D | -5.6% | +17.6% | -23.2% | -7.0% |
| 3M | -11.7% | +8.7% | -20.4% | -12.3% |
| 6M | -2.8% | +39.5% | -42.3% | -5.9% |
| YTD | +36.4% | +53.6% | -17.1% | +31.2% |
| 1Y | +50.0% | +63.3% | -13.3% | +41.2% |
| All | +50.0% | +62.3% | -12.3% | +41.2% |
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