+177.8%
XLE vs CPAY
+155.2%
+22.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.7% | -2.0% | +3.6% | +2.5% |
| 30D | +6.7% | -0.4% | +7.1% | +6.7% |
| 3M | +14.9% | +16.4% | -1.5% | +7.0% |
| 6M | +15.9% | +23.5% | -7.6% | +3.8% |
| YTD | +47.7% | +35.7% | +12.1% | +24.7% |
| 1Y | +50.7% | +30.2% | +20.6% | +28.8% |
| 3Y | +57.9% | +49.7% | +8.2% | +20.8% |
| 5Y | +227.0% | +56.6% | +170.5% | +136.3% |
| All | +177.8% | +155.2% | +22.7% | +70.0% |
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