+594.7%
SW vs CPAY
+1,720.6%
-1,126.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.3% |
| 7D | +2.3% | +13.5% | -11.2% | -0.2% |
| 30D | +6.8% | +13.1% | -6.3% | +4.3% |
| 3M | -5.2% | +14.3% | -19.5% | -7.6% |
| 6M | +7.4% | +49.0% | -41.6% | -0.6% |
| YTD | +17.4% | +51.3% | -33.9% | +7.8% |
| 1Y | +27.1% | +63.7% | -36.6% | +15.0% |
| 3Y | +47.9% | +95.0% | -47.1% | +31.9% |
| 5Y | -2.6% | +86.0% | -88.5% | -13.6% |
| 10Y | +182.7% | +203.3% | -20.7% | +137.9% |
| All | +594.7% | +1,720.6% | -1,126.0% | +448.4% |
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 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