+1,393.8%
CPAY vs EXEL
+705.4%
+688.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.9% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +3.6% | +6.7% | -3.1% | +2.6% |
| 3M | +16.6% | +11.5% | +5.2% | +14.7% |
| 6M | +29.5% | +38.8% | -9.3% | +23.4% |
| YTD | +35.3% | +31.6% | +3.7% | +29.7% |
| 1Y | +30.6% | +53.0% | -22.4% | +22.5% |
| 3Y | +49.7% | +160.8% | -111.1% | +29.0% |
| 5Y | +54.4% | +190.1% | -135.7% | +30.2% |
| 10Y | +142.8% | +367.0% | -224.2% | +83.7% |
| All | +1,393.8% | +705.4% | +688.3% | +824.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling