+67.8%
CSX vs CPAY
+59.0%
+8.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | -3.4% | +2.1% | -5.5% | -4.0% |
| 30D | -3.1% | +5.5% | -8.6% | -4.8% |
| 3M | +7.2% | +16.6% | -9.4% | +1.8% |
| 6M | +16.2% | +26.7% | -10.5% | +6.7% |
| YTD | +37.5% | +38.4% | -0.8% | +21.2% |
| 1Y | +53.2% | +30.1% | +23.1% | +37.6% |
| 3Y | +68.2% | +52.6% | +15.6% | +38.5% |
| All | +67.8% | +59.0% | +8.8% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling