+257.2%
XOM vs CPAY
+55.3%
+201.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -2.0% | +6.0% | +4.5% |
| 30D | +4.6% | -0.4% | +4.9% | +4.6% |
| 3M | +14.0% | +16.4% | -2.4% | +10.1% |
| 6M | +11.0% | +23.5% | -12.6% | +5.2% |
| YTD | +40.7% | +35.7% | +5.0% | +28.9% |
| 1Y | +52.3% | +30.2% | +22.1% | +40.8% |
| 3Y | +60.5% | +49.7% | +10.7% | +37.4% |
| All | +257.2% | +55.3% | +201.9% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling