+124.3%
XME vs CPAY
+49.1%
+75.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.2% | -2.0% | -2.2% | -3.7% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | -3.9% | +16.4% | -20.3% | -8.6% |
| 6M | -1.0% | +23.5% | -24.5% | -7.9% |
| YTD | +9.8% | +35.7% | -25.8% | -1.9% |
| 1Y | +32.5% | +30.2% | +2.4% | +20.0% |
| 3Y | +124.3% | +49.7% | +74.6% | +87.6% |
| All | +124.3% | +49.1% | +75.3% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling