-2.3%
SW vs CPAY
+86.4%
-88.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +1.8% | +11.9% | -10.1% | -2.8% |
| 30D | +7.0% | +15.1% | -8.1% | +1.0% |
| 3M | -7.6% | +16.5% | -24.2% | -13.3% |
| 6M | +8.5% | +33.1% | -24.6% | -3.5% |
| YTD | +17.7% | +52.2% | -34.5% | -2.9% |
| 1Y | +27.1% | +65.6% | -38.6% | +0.8% |
| 3Y | +48.2% | +100.2% | -52.0% | +11.4% |
| 5Y | -2.3% | +87.6% | -90.0% | -32.7% |
| All | -2.3% | +86.4% | -88.7% | -32.7% |
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