+194.7%
STT vs CPAY
+49.2%
+145.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.4% | -2.7% | +1.3% | -0.4% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | +18.8% | +17.0% | +1.8% | +11.4% |
| 6M | +57.9% | +24.1% | +33.8% | +43.8% |
| YTD | +51.0% | +35.7% | +15.3% | +31.2% |
| 1Y | +77.1% | +34.0% | +43.1% | +54.3% |
| All | +194.7% | +49.2% | +145.5% | +131.5% |
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