+47.0%
CVX vs CPAY
+59.0%
-12.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.6% | -3.6% |
| 7D | -5.3% | +5.7% | -11.1% | -5.1% |
| 30D | +5.1% | +4.2% | +0.9% | +5.3% |
| 3M | +14.9% | +5.6% | +9.4% | +15.2% |
| 6M | +14.9% | +34.7% | -19.8% | +16.0% |
| YTD | +46.3% | +39.1% | +7.2% | +47.7% |
| 1Y | +47.0% | +60.3% | -13.3% | +47.5% |
| All | +47.0% | +59.0% | -12.0% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling