+47.3%
CVX vs CPAY
+49.2%
-1.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.7% | -2.7% | +3.4% | +1.1% |
| 30D | +9.1% | +0.6% | +8.6% | +9.0% |
| 3M | +13.1% | +17.0% | -4.0% | +9.9% |
| 6M | +16.3% | +24.1% | -7.9% | +11.4% |
| YTD | +43.5% | +35.7% | +7.8% | +33.7% |
| 1Y | +40.2% | +34.0% | +6.1% | +30.7% |
| All | +47.3% | +49.2% | -1.9% | +26.6% |
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