+26.9%
XLV vs CPAY
+29.9%
-3.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | +0.2% | +2.1% | -1.9% | 0.0% |
| 30D | +4.4% | +5.5% | -1.1% | +3.9% |
| 3M | +13.2% | +16.6% | -3.3% | +11.6% |
| 6M | +10.1% | +26.7% | -16.6% | +7.7% |
| YTD | +11.7% | +38.4% | -26.7% | +7.6% |
| 1Y | +26.9% | +30.1% | -3.2% | +25.1% |
| All | +26.9% | +29.9% | -3.0% | +25.1% |
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