+273.0%
EMR vs CPAY
+155.2%
+117.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -0.4% | -2.0% | +1.5% | +0.5% |
| 30D | -6.8% | -0.4% | -6.4% | -6.8% |
| 3M | +7.5% | +16.4% | -8.9% | -0.6% |
| 6M | +9.9% | +23.5% | -13.7% | -2.1% |
| YTD | +16.0% | +35.7% | -19.7% | -2.2% |
| 1Y | +12.4% | +30.2% | -17.7% | -3.8% |
| 3Y | +60.2% | +49.7% | +10.5% | +25.1% |
| 5Y | +67.9% | +56.6% | +11.3% | +24.5% |
| All | +273.0% | +155.2% | +117.8% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling