+24.1%
CPAY vs VSXY
+56.1%
-32.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.5% |
| 7D | -2.7% | -0.3% | -2.3% | -2.7% |
| 30D | +0.6% | -22.1% | +22.6% | 0.0% |
| 3M | +17.0% | -1.1% | +18.2% | +17.0% |
| 6M | +24.1% | +53.8% | -29.7% | +24.1% |
| All | +24.1% | +56.1% | -32.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 6mo: compounded portfolio wealth divided by compounded VSXY 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…
6mo analysis · Full analysis span regression · 6 months rolling