+414.9%
CSX vs CPAY
+219.9%
+195.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.2% |
| 7D | +6.0% | +1.6% | +4.4% | +5.3% |
| 30D | +7.8% | +17.6% | -9.8% | +1.1% |
| 3M | +4.1% | +8.7% | -4.6% | +0.5% |
| 6M | +17.9% | +39.5% | -21.6% | +2.7% |
| YTD | +44.9% | +53.6% | -8.7% | +19.0% |
| 1Y | +51.1% | +63.3% | -12.1% | +20.8% |
| 3Y | +78.3% | +101.7% | -23.4% | +25.6% |
| 5Y | +58.1% | +91.4% | -33.3% | +10.7% |
| All | +414.9% | +219.9% | +195.1% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling