+42.7%
XLP vs CPAY
+95.3%
-52.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | +0.7% | +13.5% | -12.8% | -0.6% |
| 30D | +10.3% | +13.1% | -2.8% | +8.8% |
| 3M | +6.5% | +14.3% | -7.7% | +5.0% |
| 6M | +8.4% | +49.0% | -40.6% | +4.1% |
| YTD | +18.2% | +51.3% | -33.1% | +12.5% |
| 1Y | +22.4% | +63.7% | -41.3% | +15.2% |
| All | +42.7% | +95.3% | -52.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling