+99.6%
STM vs CPAY
+29.9%
+69.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +5.8% | +2.1% | +3.7% | +5.7% |
| 30D | -1.0% | +5.5% | -6.5% | -1.4% |
| 3M | -33.3% | +16.6% | -49.8% | -34.0% |
| 6M | +57.4% | +26.7% | +30.7% | +51.9% |
| YTD | +102.2% | +38.4% | +63.8% | +90.1% |
| 1Y | +99.6% | +30.1% | +69.5% | +87.8% |
| All | +99.6% | +29.9% | +69.7% | +87.8% |
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