+569.5%
XHB vs CPAY
+1,524.4%
-954.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.9% | -2.5% | +0.6% | -0.9% |
| 30D | -8.3% | +1.3% | -9.6% | -8.9% |
| 3M | -7.1% | +13.5% | -20.6% | -12.4% |
| 6M | -5.3% | +24.7% | -30.0% | -14.9% |
| YTD | -3.2% | +34.9% | -38.1% | -16.9% |
| 1Y | -13.9% | +29.7% | -43.5% | -25.0% |
| 3Y | +24.9% | +49.4% | -24.5% | -0.2% |
| 5Y | +34.5% | +53.5% | -19.0% | +4.0% |
| 10Y | +215.5% | +152.5% | +63.0% | +90.0% |
| All | +569.5% | +1,524.4% | -954.9% | +81.3% |
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