+41.0%
XRT vs CPAY
+48.3%
-7.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.6% |
| 30D | -6.9% | +1.3% | -8.2% | -7.4% |
| 3M | -0.4% | +13.5% | -13.9% | -4.7% |
| 6M | +2.2% | +24.7% | -22.5% | -5.8% |
| YTD | -0.7% | +34.9% | -35.6% | -12.0% |
| 1Y | -2.0% | +29.7% | -31.7% | -12.0% |
| All | +41.0% | +48.3% | -7.3% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling