+474.1%
EFX vs CPAY
+1,524.4%
-1,050.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -9.4% | -2.5% | -6.9% | -8.4% |
| 30D | -6.9% | +1.3% | -8.2% | -7.3% |
| 3M | +0.1% | +13.5% | -13.4% | -4.5% |
| 6M | -17.3% | +24.7% | -42.0% | -24.4% |
| YTD | -21.8% | +34.9% | -56.8% | -30.7% |
| 1Y | -32.5% | +29.7% | -62.2% | -39.5% |
| 3Y | -12.3% | +49.4% | -61.7% | -26.8% |
| 5Y | -36.6% | +53.5% | -90.1% | -48.6% |
| 10Y | +41.0% | +152.5% | -111.4% | -7.2% |
| All | +474.1% | +1,524.4% | -1,050.2% | +102.6% |
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