+442.6%
XYL vs CPAY
+1,349.3%
-906.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +0.8% | -2.5% | +3.3% | +1.8% |
| 30D | -10.8% | +1.3% | -12.1% | -11.4% |
| 3M | -2.5% | +13.5% | -16.0% | -7.6% |
| 6M | -12.2% | +24.7% | -36.9% | -20.4% |
| YTD | -20.1% | +34.9% | -55.0% | -30.5% |
| 1Y | -20.6% | +29.7% | -50.3% | -30.3% |
| 3Y | +17.3% | +49.4% | -32.1% | -5.6% |
| 5Y | -14.5% | +53.5% | -68.0% | -33.5% |
| 10Y | +150.2% | +152.5% | -2.3% | +56.4% |
| All | +442.6% | +1,349.3% | -906.7% | +119.1% |
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