+25.6%
SW vs CPAY
+62.3%
-36.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.2% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | +5.0% | +17.6% | -12.6% | +0.9% |
| 3M | -13.7% | +8.7% | -22.4% | -15.5% |
| 6M | +8.0% | +39.5% | -31.5% | +0.2% |
| YTD | +14.0% | +53.6% | -39.6% | +1.4% |
| 1Y | +25.6% | +63.3% | -37.6% | +6.0% |
| All | +25.6% | +62.3% | -36.6% | +6.0% |
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