+378.1%
PSX vs CPAY
+155.2%
+222.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +1.7% | -2.0% | +3.7% | +2.7% |
| 30D | +15.6% | -0.4% | +16.0% | +15.7% |
| 3M | +46.5% | +16.4% | +30.1% | +35.1% |
| 6M | +55.0% | +23.5% | +31.5% | +36.8% |
| YTD | +105.3% | +35.7% | +69.6% | +69.7% |
| 1Y | +101.6% | +30.2% | +71.4% | +69.0% |
| 3Y | +134.1% | +49.7% | +84.4% | +77.0% |
| 5Y | +368.7% | +56.6% | +312.1% | +234.2% |
| All | +378.1% | +155.2% | +222.9% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling