+341.2%
SYY vs CPAY
+1,533.9%
-1,192.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.5% | -2.7% | +4.2% | +2.4% |
| 30D | -2.3% | +0.6% | -2.9% | -2.6% |
| 3M | +5.5% | +17.0% | -11.5% | +0.1% |
| 6M | -1.0% | +24.1% | -25.1% | -8.4% |
| YTD | +14.1% | +35.7% | -21.6% | +1.4% |
| 1Y | +5.6% | +34.0% | -28.5% | -6.2% |
| 3Y | +27.9% | +50.3% | -22.4% | +5.7% |
| 5Y | +22.7% | +56.7% | -33.9% | -2.2% |
| 10Y | +113.9% | +153.9% | -40.0% | +54.2% |
| All | +341.2% | +1,533.9% | -1,192.7% | +152.8% |
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