+149.2%
CPAY vs EFV
+169.9%
-20.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -1.2% |
| 7D | -2.0% | -0.8% | -1.1% | -1.1% |
| 30D | -0.4% | +0.6% | -1.0% | -1.0% |
| 3M | +16.4% | +7.5% | +8.8% | +7.6% |
| 6M | +23.5% | +13.0% | +10.5% | +8.0% |
| YTD | +35.7% | +18.3% | +17.3% | +12.3% |
| 1Y | +30.2% | +26.7% | +3.4% | +0.1% |
| 3Y | +49.7% | +89.6% | -39.9% | -25.6% |
| 5Y | +56.6% | +98.2% | -41.7% | -25.4% |
| All | +149.2% | +169.9% | -20.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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