+108.3%
EEM vs CPAY
+1,524.4%
-1,416.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.0% | -2.5% | +4.5% | +2.8% |
| 30D | +5.1% | +1.3% | +3.8% | +4.6% |
| 3M | +4.6% | +13.5% | -8.9% | -0.1% |
| 6M | +17.8% | +24.7% | -7.0% | +8.6% |
| YTD | +25.8% | +34.9% | -9.1% | +12.0% |
| 1Y | +36.4% | +29.7% | +6.7% | +22.4% |
| 3Y | +90.0% | +49.4% | +40.6% | +57.6% |
| 5Y | +46.6% | +53.5% | -6.9% | +17.7% |
| 10Y | +132.3% | +152.5% | -20.2% | +47.9% |
| All | +108.3% | +1,524.4% | -1,416.1% | -34.9% |
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 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