+98.8%
STM vs CPAY
+31.3%
+67.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | -7.8% | +0.6% | -8.4% | -7.9% |
| 3M | -28.2% | +17.0% | -45.2% | -29.3% |
| 6M | +52.0% | +24.1% | +27.9% | +47.1% |
| YTD | +96.4% | +35.7% | +60.6% | +84.8% |
| 1Y | +98.8% | +34.0% | +64.8% | +87.5% |
| All | +98.8% | +31.3% | +67.6% | +87.5% |
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