+1,284.2%
EAT vs CPAY
+1,533.9%
-249.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -6.2% | -2.7% | -3.5% | -4.9% |
| 30D | -3.0% | +0.6% | -3.6% | -3.4% |
| 3M | +45.6% | +17.0% | +28.6% | +33.7% |
| 6M | +53.5% | +24.1% | +29.4% | +34.8% |
| YTD | +49.6% | +35.7% | +13.9% | +23.4% |
| 1Y | +38.9% | +34.0% | +4.9% | +14.8% |
| 3Y | +589.7% | +50.3% | +539.4% | +427.0% |
| 5Y | +318.7% | +56.7% | +262.0% | +209.3% |
| 10Y | +380.1% | +153.9% | +226.1% | +208.8% |
| All | +1,284.2% | +1,533.9% | -249.7% | +426.2% |
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