+30.9%
XLB vs CPAY
+49.2%
-18.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -3.5% | -2.7% | -0.9% | -2.9% |
| 30D | -4.7% | +0.6% | -5.2% | -4.9% |
| 3M | +2.7% | +17.0% | -14.3% | -1.7% |
| 6M | +2.6% | +24.1% | -21.5% | -3.7% |
| YTD | +12.8% | +35.7% | -22.9% | +2.1% |
| 1Y | +14.0% | +34.0% | -20.1% | +3.3% |
| All | +30.9% | +49.2% | -18.3% | +12.1% |
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