+1,398.1%
CPAY vs PSLV
+61.0%
+1,337.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -2.0% | -3.5% | +1.5% | -1.7% |
| 30D | -0.4% | -2.1% | +1.8% | -0.3% |
| 3M | +16.4% | -1.6% | +18.0% | +16.3% |
| 6M | +23.5% | -25.5% | +49.0% | +25.9% |
| YTD | +35.7% | -11.4% | +47.1% | +34.7% |
| 1Y | +30.2% | +48.6% | -18.4% | +22.7% |
| 3Y | +49.7% | +166.9% | -117.2% | +32.6% |
| 5Y | +56.6% | +152.4% | -95.9% | +38.5% |
| 10Y | +153.8% | +187.8% | -34.0% | +118.6% |
| All | +1,398.1% | +61.0% | +1,337.0% | +1,209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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