+60.2%
CPAY vs VSXY
+37.5%
+22.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -0.4% | -18.7% | +18.3% | +2.1% |
| 3M | +16.4% | -4.0% | +20.3% | +16.2% |
| 6M | +23.5% | +67.5% | -44.0% | +11.4% |
| YTD | +35.7% | +39.7% | -4.0% | +25.3% |
| 1Y | +30.2% | +180.0% | -149.8% | +6.9% |
| 3Y | +49.7% | +337.3% | -287.6% | +6.5% |
| 5Y | +56.6% | +22.7% | +33.9% | +29.6% |
| All | +60.2% | +37.5% | +22.6% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling