+158.8%
EXPE vs CPAY
+49.2%
+109.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -8.7% | -2.7% | -6.0% | -7.5% |
| 30D | -13.6% | +0.6% | -14.2% | -13.8% |
| 3M | +26.6% | +17.0% | +9.6% | +18.6% |
| 6M | +19.9% | +24.1% | -4.2% | +8.7% |
| YTD | -1.7% | +35.7% | -37.4% | -15.6% |
| 1Y | +29.4% | +34.0% | -4.6% | +11.6% |
| All | +158.8% | +49.2% | +109.6% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling