+102.9%
XLP vs CPAY
+142.6%
-39.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.3% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -1.3% | +3.6% | -4.9% | -1.9% |
| 3M | +1.8% | +16.6% | -14.8% | -1.0% |
| 6M | -0.8% | +29.5% | -30.3% | -5.8% |
| YTD | +9.5% | +35.3% | -25.7% | +2.5% |
| 1Y | +7.2% | +30.6% | -23.5% | +0.8% |
| 3Y | +27.1% | +49.7% | -22.6% | +14.0% |
| 5Y | +32.0% | +54.4% | -22.4% | +15.5% |
| 10Y | +102.9% | +142.8% | -39.9% | +61.9% |
| All | +102.9% | +142.6% | -39.7% | +61.9% |
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 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