+7.2%
XYZ vs CPAY
+31.3%
-24.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -5.2% | -2.7% | -2.5% | -3.9% |
| 30D | 0.0% | +0.6% | -0.6% | -0.2% |
| 3M | +18.7% | +17.0% | +1.6% | +10.3% |
| 6M | +20.5% | +24.1% | -3.6% | +8.6% |
| YTD | +21.5% | +35.7% | -14.3% | +6.6% |
| 1Y | +7.2% | +34.0% | -26.8% | -1.1% |
| All | +7.2% | +31.3% | -24.1% | -1.1% |
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 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