+136.8%
XLP vs CPAY
+217.3%
-80.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | +10.4% | -10.9% | -2.3% |
| 30D | +8.3% | +16.2% | -7.8% | +5.4% |
| 3M | +8.7% | +13.7% | -5.0% | +6.1% |
| 6M | +11.2% | +35.2% | -24.1% | +5.0% |
| YTD | +20.0% | +53.5% | -33.5% | +9.7% |
| 1Y | +21.3% | +58.9% | -37.6% | +10.1% |
| 3Y | +43.8% | +99.8% | -56.0% | +21.7% |
| 5Y | +43.3% | +93.3% | -49.9% | +20.0% |
| 10Y | +136.8% | +221.5% | -84.7% | +85.1% |
| All | +136.8% | +217.3% | -80.6% | +85.1% |
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