+25.5%
XOP vs CPAY
+1,524.4%
-1,498.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.0% | -2.5% | +3.4% | +2.3% |
| 30D | +10.8% | +1.3% | +9.5% | +9.8% |
| 3M | +19.5% | +13.5% | +6.0% | +10.4% |
| 6M | +21.6% | +24.7% | -3.1% | +4.5% |
| YTD | +55.8% | +34.9% | +20.9% | +25.5% |
| 1Y | +54.6% | +29.7% | +25.0% | +26.3% |
| 3Y | +36.6% | +49.4% | -12.7% | -1.8% |
| 5Y | +160.6% | +53.5% | +107.2% | +79.3% |
| 10Y | +56.2% | +152.5% | -96.2% | -20.2% |
| All | +25.5% | +1,524.4% | -1,498.9% | -74.0% |
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 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