+198.4%
EFA vs CPAY
+1,524.4%
-1,325.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | -1.3% | +1.3% | -2.6% | -1.8% |
| 3M | +5.2% | +13.5% | -8.3% | +0.9% |
| 6M | +9.4% | +24.7% | -15.4% | +1.3% |
| YTD | +12.7% | +34.9% | -22.2% | +1.0% |
| 1Y | +19.3% | +29.7% | -10.4% | +7.7% |
| 3Y | +66.3% | +49.4% | +16.9% | +39.7% |
| 5Y | +53.4% | +53.5% | -0.1% | +24.9% |
| 10Y | +144.4% | +152.5% | -8.0% | +62.1% |
| All | +198.4% | +1,524.4% | -1,325.9% | +2.9% |
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