+3.8%
EXC vs CPAY
+31.3%
-27.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | -2.7% | +1.0% | -1.8% |
| 30D | -2.4% | +0.6% | -2.9% | -2.3% |
| 3M | -4.0% | +17.0% | -21.0% | -3.2% |
| 6M | -9.8% | +24.1% | -33.9% | -8.9% |
| YTD | +2.3% | +35.7% | -33.4% | +3.2% |
| 1Y | +3.8% | +34.0% | -30.2% | +6.1% |
| All | +3.8% | +31.3% | -27.4% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling