+524.2%
STT vs CPAY
+1,528.2%
-1,004.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.1% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +3.9% | +3.6% | +0.3% | +2.0% |
| 3M | +19.2% | +16.6% | +2.5% | +9.7% |
| 6M | +60.4% | +29.5% | +30.9% | +38.6% |
| YTD | +51.5% | +35.3% | +16.2% | +26.6% |
| 1Y | +76.3% | +30.6% | +45.6% | +49.1% |
| 3Y | +200.7% | +49.7% | +151.0% | +130.6% |
| 5Y | +157.5% | +54.4% | +103.0% | +90.7% |
| 10Y | +262.0% | +142.8% | +119.2% | +112.7% |
| All | +524.2% | +1,528.2% | -1,004.0% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling