-2.6%
XRT vs CPAY
+53.2%
-55.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -3.6% | -2.7% | -0.9% | -2.4% |
| 30D | -6.7% | +0.6% | -7.3% | -7.0% |
| 3M | -1.4% | +17.0% | -18.4% | -8.3% |
| 6M | +1.7% | +24.1% | -22.4% | -8.6% |
| YTD | -1.5% | +35.7% | -37.2% | -16.4% |
| 1Y | -2.5% | +34.0% | -36.5% | -17.1% |
| 3Y | +39.9% | +50.3% | -10.4% | +7.0% |
| 5Y | -2.6% | +56.7% | -59.3% | -31.3% |
| All | -2.6% | +53.2% | -55.8% | -31.3% |
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