+125.5%
XME vs CPAY
+1,524.4%
-1,398.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | -2.5% | +2.2% | +0.9% |
| 30D | +1.4% | +1.3% | +0.1% | +0.6% |
| 3M | +2.7% | +13.5% | -10.8% | -3.9% |
| 6M | +6.5% | +24.7% | -18.2% | -5.5% |
| YTD | +15.2% | +34.9% | -19.8% | -3.0% |
| 1Y | +43.5% | +29.7% | +13.8% | +22.2% |
| 3Y | +135.9% | +49.4% | +86.5% | +81.3% |
| 5Y | +181.5% | +53.5% | +128.0% | +109.4% |
| 10Y | +436.9% | +152.5% | +284.4% | +203.5% |
| All | +125.5% | +1,524.4% | -1,398.9% | -49.2% |
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