-12.5%
EFX vs CPAY
+49.1%
-61.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -4.5% | -2.0% | -2.6% | -3.6% |
| 30D | -6.1% | -0.4% | -5.7% | -5.9% |
| 3M | +6.2% | +16.4% | -10.1% | -0.8% |
| 6M | -11.2% | +23.5% | -34.7% | -19.6% |
| YTD | -21.4% | +35.7% | -57.1% | -32.0% |
| 1Y | -34.3% | +30.2% | -64.5% | -42.3% |
| 3Y | -12.5% | +49.7% | -62.2% | -31.0% |
| All | -12.5% | +49.1% | -61.6% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling