+21.3%
XLP vs CPAY
+63.6%
-42.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | +10.4% | -10.9% | -1.1% |
| 30D | +8.3% | +16.2% | -7.8% | +7.5% |
| 3M | +8.7% | +13.7% | -5.0% | +8.0% |
| 6M | +11.2% | +35.2% | -24.1% | +10.0% |
| YTD | +20.0% | +53.5% | -33.5% | +17.3% |
| 1Y | +21.3% | +58.9% | -37.6% | +17.8% |
| All | +21.3% | +63.6% | -42.3% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling