+68.6%
CSX vs CPAY
+92.3%
-23.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.8% |
| 7D | -5.5% | +13.5% | -19.0% | -8.6% |
| 30D | +4.9% | +13.1% | -8.2% | +1.6% |
| 3M | -2.9% | +14.3% | -17.1% | -6.2% |
| 6M | +8.3% | +49.0% | -40.7% | -3.0% |
| YTD | +36.7% | +51.3% | -14.5% | +20.2% |
| 1Y | +41.5% | +63.7% | -22.2% | +20.8% |
| 3Y | +68.6% | +95.0% | -26.4% | +29.0% |
| All | +68.6% | +92.3% | -23.7% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling