+56.7%
CPAY vs EXEL
+192.6%
-135.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.1% |
| 30D | +0.6% | +11.9% | -11.3% | -1.9% |
| 3M | +17.0% | +9.2% | +7.8% | +14.5% |
| 6M | +24.1% | +39.1% | -15.0% | +14.6% |
| YTD | +35.7% | +31.0% | +4.7% | +26.7% |
| 1Y | +34.0% | +52.3% | -18.3% | +20.3% |
| 3Y | +50.3% | +159.7% | -109.5% | +14.3% |
| 5Y | +56.7% | +187.7% | -131.1% | +9.5% |
| All | +56.7% | +192.6% | -135.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling