+445.5%
XEL vs CPAY
+1,532.9%
-1,087.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -2.0% | +1.7% | 0.0% |
| 30D | -3.9% | -0.4% | -3.6% | -3.9% |
| 3M | -2.8% | +16.4% | -19.2% | -5.0% |
| 6M | -5.4% | +23.5% | -28.9% | -8.6% |
| YTD | +3.8% | +35.7% | -31.9% | -1.7% |
| 1Y | +6.8% | +30.2% | -23.3% | +1.6% |
| 3Y | +45.6% | +49.7% | -4.1% | +33.6% |
| 5Y | +30.7% | +56.6% | -25.9% | +17.2% |
| 10Y | +151.7% | +153.8% | -2.1% | +109.3% |
| All | +445.5% | +1,532.9% | -1,087.4% | +250.4% |
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 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