+570.7%
EME vs CPAY
+55.3%
+515.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +3.5% | -2.0% | +5.5% | +4.1% |
| 30D | -6.3% | -0.4% | -6.0% | -6.4% |
| 3M | -3.8% | +16.4% | -20.1% | -9.1% |
| 6M | +8.5% | +23.5% | -15.0% | -0.4% |
| YTD | +27.8% | +35.7% | -7.8% | +12.0% |
| 1Y | +22.2% | +30.2% | -8.0% | +8.4% |
| 3Y | +253.5% | +49.7% | +203.7% | +194.0% |
| All | +570.7% | +55.3% | +515.4% | +413.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling