+149.7%
XBI vs CPAY
+155.2%
-5.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -2.0% | -2.7% | -3.9% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +17.8% | +16.4% | +1.4% | +10.5% |
| 6M | +23.7% | +23.5% | +0.2% | +12.7% |
| YTD | +28.2% | +35.7% | -7.4% | +10.9% |
| 1Y | +64.0% | +30.2% | +33.8% | +43.5% |
| 3Y | +99.4% | +49.7% | +49.7% | +59.9% |
| 5Y | +19.3% | +56.6% | -37.2% | -8.0% |
| All | +149.7% | +155.2% | -5.5% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling