+1,739.7%
XLK vs CPAY
+1,532.9%
+206.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -2.0% | +2.2% | +0.9% |
| 30D | -0.6% | -0.4% | -0.3% | -0.6% |
| 3M | +2.6% | +16.4% | -13.8% | -3.6% |
| 6M | +34.0% | +23.5% | +10.4% | +22.4% |
| YTD | +30.7% | +35.7% | -5.0% | +14.1% |
| 1Y | +39.2% | +30.2% | +9.0% | +22.7% |
| 3Y | +120.4% | +49.7% | +70.7% | +80.4% |
| 5Y | +148.8% | +56.6% | +92.2% | +96.5% |
| 10Y | +803.3% | +153.8% | +649.5% | +490.9% |
| All | +1,739.7% | +1,532.9% | +206.8% | +620.1% |
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 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