+33.4%
XLB vs CPAY
+53.2%
-19.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -3.5% | -2.7% | -0.9% | -2.7% |
| 30D | -4.7% | +0.6% | -5.2% | -4.9% |
| 3M | +2.7% | +17.0% | -14.3% | -2.9% |
| 6M | +2.6% | +24.1% | -21.5% | -5.5% |
| YTD | +12.8% | +35.7% | -22.9% | -0.7% |
| 1Y | +14.0% | +34.0% | -20.1% | +0.4% |
| 3Y | +31.5% | +50.3% | -18.8% | +7.0% |
| 5Y | +33.4% | +56.7% | -23.2% | +0.4% |
| All | +33.4% | +53.2% | -19.7% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling