+246.6%
TXT vs CPAY
+1,565.5%
-1,318.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -4.8% | +2.1% | -6.9% | -5.8% |
| 30D | -10.6% | +5.5% | -16.2% | -13.2% |
| 3M | -13.2% | +16.6% | -29.7% | -20.3% |
| 6M | -20.3% | +26.7% | -47.0% | -30.8% |
| YTD | -9.3% | +38.4% | -47.6% | -25.7% |
| 1Y | -2.7% | +30.1% | -32.8% | -18.4% |
| 3Y | +1.4% | +52.6% | -51.2% | -24.4% |
| 5Y | +9.6% | +59.0% | -49.4% | -22.3% |
| 10Y | +94.9% | +148.4% | -53.5% | +9.4% |
| All | +246.6% | +1,565.5% | -1,318.9% | -26.1% |
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 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