+108.1%
XLRE vs CPAY
+180.6%
-72.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -2.0% | +0.8% | -0.6% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | -2.5% | +16.4% | -18.8% | -7.1% |
| 6M | +4.0% | +23.5% | -19.5% | -3.4% |
| YTD | +9.3% | +35.7% | -26.4% | -2.3% |
| 1Y | +5.6% | +30.2% | -24.6% | -4.8% |
| 3Y | +31.3% | +49.7% | -18.4% | +10.1% |
| 5Y | +9.5% | +56.6% | -47.0% | -11.7% |
| 10Y | +89.0% | +153.8% | -64.8% | +33.1% |
| All | +108.1% | +180.6% | -72.4% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling