-24.0%
PSKY vs CPAY
+1,524.4%
-1,548.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.1% | -5.3% |
| 7D | -6.8% | -2.5% | -4.4% | -5.8% |
| 30D | +10.2% | +1.3% | +8.9% | +9.6% |
| 3M | +0.3% | +13.5% | -13.2% | -5.3% |
| 6M | -7.8% | +24.7% | -32.5% | -16.7% |
| YTD | -23.0% | +34.9% | -57.9% | -33.8% |
| 1Y | -31.6% | +29.7% | -61.3% | -40.6% |
| 3Y | -21.3% | +49.4% | -70.7% | -38.5% |
| 5Y | -71.5% | +53.5% | -124.9% | -78.5% |
| 10Y | -75.6% | +152.5% | -228.1% | -85.9% |
| All | -24.0% | +1,524.4% | -1,548.4% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling