+253.9%
XLI vs CPAY
+155.2%
+98.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | -2.0% | +0.3% | -0.9% |
| 30D | -7.3% | -0.4% | -6.9% | -7.3% |
| 3M | -1.3% | +16.4% | -17.7% | -7.2% |
| 6M | +2.2% | +23.5% | -21.3% | -6.7% |
| YTD | +11.7% | +35.7% | -23.9% | -2.8% |
| 1Y | +14.3% | +30.2% | -15.9% | +0.5% |
| 3Y | +70.3% | +49.7% | +20.6% | +37.7% |
| 5Y | +82.3% | +56.6% | +25.8% | +40.9% |
| All | +253.9% | +155.2% | +98.7% | +134.1% |
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