+248.8%
XLF vs CPAY
+155.2%
+93.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.5% | -2.0% | +0.5% | -0.6% |
| 30D | -1.2% | -0.4% | -0.8% | -1.1% |
| 3M | +9.2% | +16.4% | -7.2% | +2.0% |
| 6M | +16.3% | +23.5% | -7.2% | +5.1% |
| YTD | +5.4% | +35.7% | -30.2% | -9.7% |
| 1Y | +7.6% | +30.2% | -22.6% | -6.6% |
| 3Y | +74.2% | +49.7% | +24.5% | +37.6% |
| 5Y | +66.1% | +56.6% | +9.6% | +24.9% |
| All | +248.8% | +155.2% | +93.7% | +121.6% |
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 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