+622.1%
SW vs CPAY
+1,565.5%
-943.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | -5.1% | +2.1% | -7.2% | -5.5% |
| 30D | -4.6% | +5.5% | -10.1% | -5.6% |
| 3M | +9.4% | +16.6% | -7.2% | +6.2% |
| 6M | +3.5% | +26.7% | -23.2% | -1.3% |
| YTD | +22.0% | +38.4% | -16.3% | +14.1% |
| 1Y | +2.2% | +30.1% | -27.9% | -3.4% |
| 3Y | +19.6% | +52.6% | -33.0% | +10.6% |
| 5Y | -2.3% | +59.0% | -61.3% | -11.4% |
| 10Y | +181.4% | +148.4% | +33.0% | +142.3% |
| All | +622.1% | +1,565.5% | -943.4% | +480.2% |
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