+143.4%
STLD vs CPAY
+49.5%
+93.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -8.4% | +3.6% | -12.0% | -9.6% |
| 3M | -9.9% | +16.6% | -26.5% | -14.8% |
| 6M | +33.0% | +29.5% | +3.6% | +20.3% |
| YTD | +42.6% | +35.3% | +7.3% | +24.9% |
| 1Y | +80.8% | +30.6% | +50.1% | +60.2% |
| 3Y | +143.4% | +49.7% | +93.7% | +103.3% |
| All | +143.4% | +49.5% | +93.9% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling