+166.5%
XLE vs CPAY
+90.1%
+76.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +4.4% | +2.0% | +2.4% | +3.8% |
| 30D | -4.3% | +14.3% | -18.5% | -7.9% |
| 3M | +6.0% | +11.3% | -5.3% | +2.6% |
| 6M | +13.2% | +34.8% | -21.6% | +3.2% |
| YTD | +46.7% | +51.5% | -4.8% | +26.5% |
| 1Y | +46.6% | +59.0% | -12.4% | +24.0% |
| 3Y | +69.6% | +97.2% | -27.7% | +27.3% |
| 5Y | +166.5% | +88.8% | +77.7% | +97.3% |
| All | +166.5% | +90.1% | +76.4% | +97.3% |
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