+123.0%
XRT vs CPAY
+155.2%
-32.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -3.2% | -2.0% | -1.2% | -2.4% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | -3.1% | +16.4% | -19.4% | -9.1% |
| 6M | +4.2% | +23.5% | -19.3% | -5.3% |
| YTD | -0.1% | +35.7% | -35.8% | -13.7% |
| 1Y | -3.0% | +30.2% | -33.2% | -15.1% |
| 3Y | +41.8% | +49.7% | -7.9% | +14.2% |
| 5Y | -1.3% | +56.6% | -57.8% | -23.5% |
| All | +123.0% | +155.2% | -32.2% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling