+655.9%
STM vs CPAY
+155.2%
+500.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.4% | -2.0% | +0.6% | -0.4% |
| 30D | -4.9% | -0.4% | -4.6% | -5.0% |
| 3M | -34.0% | +16.4% | -50.3% | -40.0% |
| 6M | +51.8% | +23.5% | +28.3% | +32.0% |
| YTD | +99.4% | +35.7% | +63.7% | +61.9% |
| 1Y | +99.1% | +30.2% | +68.9% | +64.2% |
| 3Y | +19.5% | +49.7% | -30.3% | -10.9% |
| 5Y | +19.5% | +56.6% | -37.1% | -15.1% |
| All | +655.9% | +155.2% | +500.7% | +341.2% |
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 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