+584.2%
XLV vs CPAY
+1,532.9%
-948.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.0% | -1.6% | -3.1% |
| 30D | -1.8% | -0.4% | -1.5% | -1.8% |
| 3M | +7.8% | +16.4% | -8.6% | +3.6% |
| 6M | +9.1% | +23.5% | -14.4% | +2.8% |
| YTD | +7.7% | +35.7% | -27.9% | -1.6% |
| 1Y | +20.4% | +30.2% | -9.8% | +10.8% |
| 3Y | +30.8% | +49.7% | -19.0% | +13.6% |
| 5Y | +34.6% | +56.6% | -21.9% | +13.1% |
| 10Y | +173.4% | +153.8% | +19.6% | +95.0% |
| All | +584.2% | +1,532.9% | -948.6% | +219.7% |
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