+98.3%
STM vs CPAY
+62.3%
+36.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.7% |
| 7D | +12.0% | +1.6% | +10.5% | +12.1% |
| 30D | -0.4% | +17.6% | -18.0% | +0.1% |
| 3M | -13.2% | +8.7% | -21.9% | -12.5% |
| 6M | -26.1% | +39.5% | -65.6% | -27.3% |
| YTD | +81.2% | +53.6% | +27.6% | +69.1% |
| 1Y | +98.3% | +63.3% | +35.1% | +77.3% |
| All | +98.3% | +62.3% | +36.0% | +77.3% |
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 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