+529.4%
XYZ vs CPAY
+200.4%
+328.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.1% |
| 7D | -2.1% | +2.0% | -4.1% | -3.5% |
| 30D | +7.0% | +14.3% | -7.2% | -3.1% |
| 3M | +5.1% | +11.3% | -6.2% | -3.0% |
| 6M | +14.1% | +34.8% | -20.7% | -9.0% |
| YTD | +26.4% | +51.5% | -25.2% | -10.0% |
| 1Y | +25.1% | +59.0% | -34.0% | -14.3% |
| 3Y | +59.7% | +97.2% | -37.5% | -9.5% |
| 5Y | -63.8% | +88.8% | -152.6% | -78.0% |
| 10Y | +592.4% | +217.3% | +375.1% | +212.9% |
| All | +529.4% | +200.4% | +328.9% | +149.6% |
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