+47.3%
EXPE vs CPAY
+89.5%
-42.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.9% |
| 7D | -0.5% | +1.6% | -2.0% | -1.4% |
| 30D | -6.1% | +17.6% | -23.7% | -14.9% |
| 3M | -21.3% | +8.7% | -30.0% | -25.4% |
| 6M | +19.0% | +39.5% | -20.5% | -2.7% |
| YTD | -8.4% | +53.6% | -62.0% | -31.7% |
| 1Y | -2.8% | +63.3% | -66.1% | -30.4% |
| 3Y | +120.8% | +101.7% | +19.0% | +25.2% |
| All | +47.3% | +89.5% | -42.3% | -14.1% |
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 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