+601.3%
SW vs CPAY
+1,688.0%
-1,086.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -2.8% |
| 7D | +4.7% | +12.3% | -7.7% | +2.3% |
| 30D | +5.0% | +9.9% | -4.9% | +3.1% |
| 3M | -7.3% | +13.3% | -20.6% | -9.6% |
| 6M | +15.0% | +47.2% | -32.2% | +6.7% |
| YTD | +18.5% | +48.5% | -30.0% | +9.2% |
| 1Y | +27.1% | +70.8% | -43.7% | +14.1% |
| 3Y | +49.3% | +88.9% | -39.6% | +33.9% |
| 5Y | -1.6% | +82.6% | -84.3% | -12.5% |
| 10Y | +185.4% | +197.9% | -12.5% | +141.0% |
| All | +601.3% | +1,688.0% | -1,086.7% | +455.6% |
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