+366.1%
XLU vs CPAY
+1,532.9%
-1,166.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | -3.3% | -0.4% | -3.0% | -3.3% |
| 3M | -3.2% | +16.4% | -19.5% | -5.8% |
| 6M | -7.0% | +23.5% | -30.5% | -10.8% |
| YTD | +0.6% | +35.7% | -35.0% | -5.7% |
| 1Y | +2.4% | +30.2% | -27.7% | -3.5% |
| 3Y | +46.3% | +49.7% | -3.5% | +32.1% |
| 5Y | +44.0% | +56.6% | -12.6% | +26.7% |
| 10Y | +140.1% | +153.8% | -13.7% | +93.8% |
| All | +366.1% | +1,532.9% | -1,166.8% | +188.9% |
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 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