+91.1%
EXE vs CPAY
+55.3%
+35.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.1% | -2.0% | -1.2% | -2.6% |
| 30D | -0.9% | -0.4% | -0.6% | -0.9% |
| 3M | +9.6% | +16.4% | -6.8% | +4.8% |
| 6M | -11.6% | +23.5% | -35.1% | -17.4% |
| YTD | -12.6% | +35.7% | -48.2% | -21.5% |
| 1Y | +1.2% | +30.2% | -29.0% | -8.2% |
| 3Y | +18.0% | +49.7% | -31.7% | -2.4% |
| All | +91.1% | +55.3% | +35.8% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling