+159.8%
XLB vs CPAY
+155.2%
+4.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.8% | -2.0% | -0.9% | -2.1% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | -0.2% | +16.4% | -16.5% | -5.9% |
| 6M | +3.1% | +23.5% | -20.5% | -5.7% |
| YTD | +13.3% | +35.7% | -22.4% | -1.3% |
| 1Y | +12.0% | +30.2% | -18.1% | -1.2% |
| 3Y | +31.4% | +49.7% | -18.3% | +6.6% |
| 5Y | +33.9% | +56.6% | -22.6% | +4.0% |
| All | +159.8% | +155.2% | +4.6% | +71.1% |
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 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