-65.6%
XE vs CPAY
+34.2%
-99.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.0% | -11.4% | -8.6% |
| 7D | -12.9% | +5.7% | -18.7% | -13.3% |
| 30D | -30.3% | +4.2% | -34.5% | -30.4% |
| 3M | -45.9% | +5.6% | -51.4% | -45.7% |
| 6M | -66.2% | +34.7% | -100.9% | -66.1% |
| All | -65.6% | +34.2% | -99.8% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling