-2.6%
SW vs CPAY
+86.4%
-89.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.7% |
| 7D | +2.3% | +13.5% | -11.2% | -2.9% |
| 30D | +6.8% | +13.1% | -6.3% | +1.5% |
| 3M | -5.2% | +14.3% | -19.5% | -10.3% |
| 6M | +7.4% | +49.0% | -41.6% | -9.1% |
| YTD | +17.4% | +51.3% | -33.9% | -2.9% |
| 1Y | +27.1% | +63.7% | -36.6% | +1.3% |
| 3Y | +47.9% | +95.0% | -47.1% | +12.1% |
| All | -2.6% | +86.4% | -89.0% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling