+19.6%
STM vs CPAY
+48.3%
-28.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.7% | -2.5% | +4.1% | +2.6% |
| 30D | -5.2% | +1.3% | -6.5% | -5.8% |
| 3M | -29.6% | +13.5% | -43.1% | -33.8% |
| 6M | +54.4% | +24.7% | +29.6% | +37.6% |
| YTD | +99.5% | +34.9% | +64.6% | +67.9% |
| 1Y | +100.8% | +29.7% | +71.1% | +72.0% |
| All | +19.6% | +48.3% | -28.7% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling