+74.7%
STT vs CPAY
+29.9%
+44.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.5% | +2.1% | -1.6% | 0.0% |
| 30D | +3.9% | +5.5% | -1.7% | +2.6% |
| 3M | +20.0% | +16.6% | +3.4% | +15.6% |
| 6M | +55.3% | +26.7% | +28.6% | +46.3% |
| YTD | +53.3% | +38.4% | +15.0% | +41.2% |
| 1Y | +74.7% | +30.1% | +44.6% | +68.5% |
| All | +74.7% | +29.9% | +44.8% | +68.5% |
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