+1,131.3%
PSX vs CPAY
+961.7%
+169.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.6% |
| 7D | +2.8% | +0.6% | +2.3% | +2.5% |
| 30D | +27.8% | +3.6% | +24.2% | +25.6% |
| 3M | +42.0% | +16.6% | +25.4% | +31.2% |
| 6M | +58.1% | +29.5% | +28.6% | +37.2% |
| YTD | +105.0% | +35.3% | +69.8% | +71.6% |
| 1Y | +104.9% | +30.6% | +74.3% | +73.2% |
| 3Y | +134.1% | +49.7% | +84.3% | +80.7% |
| 5Y | +363.8% | +54.4% | +309.4% | +242.2% |
| 10Y | +370.1% | +142.8% | +227.3% | +184.4% |
| All | +1,131.3% | +961.7% | +169.7% | +412.0% |
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 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