+86.2%
EMB vs CPAY
+1,528.2%
-1,442.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -0.5% | +3.6% | -4.1% | -0.9% |
| 3M | +0.3% | +16.6% | -16.3% | -1.4% |
| 6M | +1.2% | +29.5% | -28.3% | -1.8% |
| YTD | +1.5% | +35.3% | -33.8% | -2.3% |
| 1Y | +4.8% | +30.6% | -25.8% | +1.2% |
| 3Y | +30.4% | +49.7% | -19.4% | +22.7% |
| 5Y | +7.3% | +54.4% | -47.2% | -0.6% |
| 10Y | +29.7% | +142.8% | -113.1% | +14.5% |
| All | +86.2% | +1,528.2% | -1,442.0% | +50.7% |
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