+712.8%
EXPE vs CPAY
+1,528.2%
-815.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.2% | -5.6% | -6.7% |
| 7D | -9.8% | +0.6% | -10.3% | -10.0% |
| 30D | -11.5% | +3.6% | -15.1% | -13.2% |
| 3M | +21.7% | +16.6% | +5.1% | +12.0% |
| 6M | +10.4% | +29.5% | -19.1% | -6.0% |
| YTD | -2.5% | +35.3% | -37.8% | -20.0% |
| 1Y | +27.3% | +30.6% | -3.3% | +6.1% |
| 3Y | +153.5% | +49.7% | +103.8% | +89.6% |
| 5Y | +91.1% | +54.4% | +36.7% | +39.4% |
| 10Y | +153.1% | +142.8% | +10.3% | +50.2% |
| All | +712.8% | +1,528.2% | -815.4% | +146.3% |
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 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