+567.8%
XLI vs CPAY
+1,524.4%
-956.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.6% | -2.5% | +1.9% | +0.3% |
| 30D | -6.9% | +1.3% | -8.2% | -7.5% |
| 3M | -1.9% | +13.5% | -15.4% | -6.7% |
| 6M | +1.0% | +24.7% | -23.7% | -7.9% |
| YTD | +11.3% | +34.9% | -23.6% | -2.4% |
| 1Y | +15.8% | +29.7% | -13.9% | +2.4% |
| 3Y | +69.8% | +49.4% | +20.4% | +39.1% |
| 5Y | +80.9% | +53.5% | +27.4% | +43.1% |
| 10Y | +257.2% | +152.5% | +104.8% | +130.3% |
| All | +567.8% | +1,524.4% | -956.6% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling