+28.4%
XLY vs CPAY
+55.3%
-26.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -2.0% | +0.3% | -0.9% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | -2.7% | +16.4% | -19.0% | -8.9% |
| 6M | -0.6% | +23.5% | -24.2% | -9.9% |
| YTD | -5.0% | +35.7% | -40.7% | -18.5% |
| 1Y | -4.1% | +30.2% | -34.3% | -16.5% |
| 3Y | +33.6% | +49.7% | -16.1% | +4.7% |
| All | +28.4% | +55.3% | -26.9% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling