-24.5%
XYL vs CPAY
+29.9%
-54.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -5.0% | +2.1% | -7.1% | -5.3% |
| 30D | -13.2% | +5.5% | -18.8% | -13.9% |
| 3M | -3.7% | +16.6% | -20.3% | -5.6% |
| 6M | -17.7% | +26.7% | -44.4% | -20.1% |
| YTD | -21.5% | +38.4% | -59.9% | -24.6% |
| 1Y | -24.5% | +30.1% | -54.6% | -26.2% |
| All | -24.5% | +29.9% | -54.4% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling