+175.7%
EXC vs CPAY
+1,565.5%
-1,389.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.3% | +2.1% | -1.8% | -0.1% |
| 30D | -3.7% | +5.5% | -9.3% | -4.8% |
| 3M | -1.3% | +16.6% | -17.9% | -4.4% |
| 6M | -9.7% | +26.7% | -36.4% | -14.4% |
| YTD | +2.9% | +38.4% | -35.5% | -4.9% |
| 1Y | +4.4% | +30.1% | -25.8% | -2.6% |
| 3Y | +22.2% | +52.6% | -30.4% | +7.0% |
| 5Y | +46.7% | +59.0% | -12.3% | +24.6% |
| 10Y | +155.3% | +148.4% | +7.0% | +95.9% |
| All | +175.7% | +1,565.5% | -1,389.8% | +66.6% |
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