+286.1%
XLB vs CPAY
+1,528.2%
-1,242.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.1% |
| 7D | -0.2% | +0.6% | -0.8% | -0.5% |
| 30D | -1.7% | +3.6% | -5.3% | -3.1% |
| 3M | +4.4% | +16.6% | -12.3% | -1.7% |
| 6M | +5.0% | +29.5% | -24.4% | -5.6% |
| YTD | +15.5% | +35.3% | -19.8% | +0.9% |
| 1Y | +14.9% | +30.6% | -15.7% | +1.3% |
| 3Y | +34.5% | +49.7% | -15.2% | +9.6% |
| 5Y | +36.5% | +54.4% | -17.9% | +7.4% |
| 10Y | +159.6% | +142.8% | +16.8% | +66.1% |
| All | +286.1% | +1,528.2% | -1,242.1% | +18.2% |
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