+215.2%
XLY vs CPAY
+155.2%
+60.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -2.0% | +0.3% | -1.0% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | -2.7% | +16.4% | -19.0% | -8.4% |
| 6M | -0.6% | +23.5% | -24.2% | -9.3% |
| YTD | -5.0% | +35.7% | -40.7% | -17.4% |
| 1Y | -4.1% | +30.2% | -34.3% | -15.6% |
| 3Y | +33.6% | +49.7% | -16.1% | +8.9% |
| 5Y | +28.7% | +56.6% | -27.8% | +0.8% |
| All | +215.2% | +155.2% | +60.0% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling