+1,390.2%
CPAY vs EFV
+202.0%
+1,188.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.0% |
| 30D | +1.3% | 0.0% | +1.3% | +1.3% |
| 3M | +13.5% | +8.4% | +5.1% | +5.5% |
| 6M | +24.7% | +12.3% | +12.4% | +12.1% |
| YTD | +34.9% | +17.4% | +17.6% | +16.1% |
| 1Y | +29.7% | +27.1% | +2.6% | +3.9% |
| 3Y | +49.4% | +90.7% | -41.3% | -16.3% |
| 5Y | +53.5% | +95.6% | -42.1% | -15.2% |
| 10Y | +152.5% | +165.3% | -12.8% | +10.0% |
| All | +1,390.2% | +202.0% | +1,188.3% | +533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling