+465.1%
STM vs CPAY
+219.9%
+245.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.1% |
| 7D | +12.0% | +1.6% | +10.5% | +11.2% |
| 30D | -0.4% | +17.6% | -18.0% | -9.2% |
| 3M | -13.2% | +8.7% | -21.9% | -17.7% |
| 6M | -26.1% | +39.5% | -65.6% | -39.6% |
| YTD | +81.2% | +53.6% | +27.6% | +36.5% |
| 1Y | +98.3% | +63.3% | +35.1% | +44.1% |
| 3Y | +16.7% | +101.7% | -85.0% | -27.0% |
| 5Y | -4.8% | +91.4% | -96.2% | -39.6% |
| All | +465.1% | +219.9% | +245.2% | +195.3% |
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 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