+482.4%
CSX vs CPAY
+142.6%
+339.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +0.6% | +0.6% | +0.1% | +0.4% |
| 30D | -2.3% | +3.6% | -5.9% | -3.7% |
| 3M | +4.3% | +16.6% | -12.3% | -2.1% |
| 6M | +23.4% | +29.5% | -6.1% | +10.1% |
| YTD | +36.4% | +35.3% | +1.1% | +18.3% |
| 1Y | +53.0% | +30.6% | +22.4% | +33.9% |
| 3Y | +70.6% | +49.7% | +20.9% | +37.0% |
| 5Y | +65.5% | +54.4% | +11.0% | +27.3% |
| 10Y | +482.4% | +142.8% | +339.5% | +281.8% |
| All | +482.4% | +142.6% | +339.8% | +281.8% |
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 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