+39.3%
XLC vs CPAY
+53.2%
-13.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.7% | -2.7% | +1.0% | -0.7% |
| 30D | +0.2% | +0.6% | -0.4% | 0.0% |
| 3M | +0.7% | +17.0% | -16.3% | -4.9% |
| 6M | -4.5% | +24.1% | -28.6% | -12.2% |
| YTD | -4.7% | +35.7% | -40.5% | -16.4% |
| 1Y | -1.5% | +34.0% | -35.5% | -13.5% |
| 3Y | +72.2% | +50.3% | +22.0% | +37.8% |
| 5Y | +39.3% | +56.7% | -17.3% | +2.6% |
| All | +39.3% | +53.2% | -13.9% | +2.6% |
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