+143.7%
XLC vs CPAY
+86.8%
+56.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +0.5% | -2.0% | +2.5% | +1.2% |
| 30D | +2.1% | -0.4% | +2.5% | +2.2% |
| 3M | +0.7% | +16.4% | -15.7% | -4.9% |
| 6M | -3.2% | +23.5% | -26.7% | -11.2% |
| YTD | -3.8% | +35.7% | -39.4% | -15.8% |
| 1Y | -2.0% | +30.2% | -32.2% | -13.3% |
| 3Y | +71.4% | +49.7% | +21.6% | +38.9% |
| 5Y | +40.7% | +56.6% | -15.9% | +9.2% |
| All | +143.7% | +86.8% | +56.9% | +63.5% |
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