+348.4%
XRT vs CPAY
+1,528.2%
-1,179.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.3% |
| 7D | -0.3% | +0.6% | -0.8% | -0.5% |
| 30D | -5.6% | +3.6% | -9.2% | -7.0% |
| 3M | +2.5% | +16.6% | -14.1% | -3.6% |
| 6M | +3.7% | +29.5% | -25.8% | -7.1% |
| YTD | +1.0% | +35.3% | -34.3% | -12.0% |
| 1Y | -1.2% | +30.6% | -31.8% | -13.1% |
| 3Y | +43.4% | +49.7% | -6.4% | +17.1% |
| 5Y | -0.7% | +54.4% | -55.2% | -21.1% |
| 10Y | +123.7% | +142.8% | -19.1% | +44.8% |
| All | +348.4% | +1,528.2% | -1,179.8% | +49.3% |
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 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