+58.1%
XYZ vs CPAY
+98.3%
-40.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.2% |
| 7D | -2.1% | +2.0% | -4.1% | -3.3% |
| 30D | +7.0% | +14.3% | -7.2% | -1.9% |
| 3M | +5.1% | +11.3% | -6.2% | -2.0% |
| 6M | +14.1% | +34.8% | -20.7% | -6.1% |
| YTD | +26.4% | +51.5% | -25.2% | -5.6% |
| 1Y | +25.1% | +59.0% | -34.0% | -10.1% |
| All | +58.1% | +98.3% | -40.2% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling