+663.7%
EXPE vs CPAY
+1,748.9%
-1,085.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.9% |
| 7D | -0.5% | +1.6% | -2.0% | -1.3% |
| 30D | -6.1% | +17.6% | -23.7% | -14.5% |
| 3M | -21.3% | +8.7% | -30.0% | -25.3% |
| 6M | +19.0% | +39.5% | -20.5% | -1.7% |
| YTD | -8.4% | +53.6% | -62.0% | -30.3% |
| 1Y | -2.8% | +63.3% | -66.1% | -28.6% |
| 3Y | +120.8% | +101.7% | +19.0% | +38.9% |
| 5Y | +46.2% | +91.4% | -45.2% | -5.4% |
| 10Y | +123.8% | +221.7% | -97.8% | +16.2% |
| All | +663.7% | +1,748.9% | -1,085.2% | +114.5% |
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