+1,390.2%
CPAY vs XPO
+5,926.5%
-4,536.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.6% |
| 7D | -2.5% | -0.9% | -1.5% | -2.3% |
| 30D | +1.3% | -8.1% | +9.4% | +3.4% |
| 3M | +13.5% | -19.0% | +32.5% | +19.3% |
| 6M | +24.7% | -5.2% | +29.9% | +25.0% |
| YTD | +34.9% | +35.6% | -0.6% | +22.8% |
| 1Y | +29.7% | +41.1% | -11.4% | +15.9% |
| 3Y | +49.4% | +157.9% | -108.5% | +10.4% |
| 5Y | +53.5% | +265.6% | -212.2% | -0.7% |
| 10Y | +152.5% | +1,516.8% | -1,364.3% | +11.7% |
| All | +1,390.2% | +5,926.5% | -4,536.2% | +467.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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