+32.9%
XLP vs CPAY
+60.0%
-27.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | +2.1% | -3.1% | -1.3% |
| 30D | -0.9% | +5.5% | -6.4% | -1.7% |
| 3M | +3.8% | +16.6% | -12.8% | +1.5% |
| 6M | -1.7% | +26.7% | -28.4% | -5.4% |
| YTD | +10.3% | +38.4% | -28.1% | +4.1% |
| 1Y | +7.8% | +30.1% | -22.3% | +2.7% |
| 3Y | +27.2% | +52.6% | -25.4% | +15.2% |
| All | +32.9% | +60.0% | -27.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling