+174.8%
EXE vs CPAY
+56.7%
+118.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.7% | -2.5% | -0.2% | -2.1% |
| 30D | -0.4% | +1.3% | -1.7% | -0.8% |
| 3M | +9.5% | +13.5% | -4.0% | +5.4% |
| 6M | -9.3% | +24.7% | -34.1% | -15.6% |
| YTD | -10.9% | +34.9% | -45.9% | -20.0% |
| 1Y | +4.3% | +29.7% | -25.4% | -5.5% |
| 3Y | +18.8% | +49.4% | -30.6% | -1.8% |
| 5Y | +101.4% | +53.5% | +47.9% | +56.1% |
| All | +174.8% | +56.7% | +118.1% | +109.9% |
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