+227.7%
XLE vs CPAY
+54.3%
+173.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +0.3% | -2.5% | +2.8% | +1.0% |
| 30D | +8.5% | +1.3% | +7.2% | +8.0% |
| 3M | +14.6% | +13.5% | +1.1% | +10.1% |
| 6M | +17.6% | +24.7% | -7.2% | +8.9% |
| YTD | +48.1% | +34.9% | +13.1% | +32.0% |
| 1Y | +53.8% | +29.7% | +24.1% | +38.4% |
| 3Y | +56.2% | +49.4% | +6.8% | +29.4% |
| 5Y | +227.7% | +53.5% | +174.3% | +161.6% |
| All | +227.7% | +54.3% | +173.4% | +161.6% |
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