+47.6%
XOP vs CPAY
+29.9%
+17.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | +2.6% | +2.1% | +0.5% | +2.5% |
| 30D | +15.4% | +5.5% | +9.9% | +15.3% |
| 3M | +12.1% | +16.6% | -4.5% | +11.6% |
| 6M | +19.7% | +26.7% | -7.0% | +19.2% |
| YTD | +52.4% | +38.4% | +14.0% | +49.6% |
| 1Y | +47.6% | +30.1% | +17.4% | +45.0% |
| All | +47.6% | +29.9% | +17.6% | +45.0% |
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