+63.6%
EMR vs CPAY
+53.2%
+10.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -1.2% | -2.7% | +1.4% | -0.1% |
| 30D | -9.4% | +0.6% | -10.0% | -9.8% |
| 3M | +8.6% | +17.0% | -8.5% | +1.0% |
| 6M | +6.7% | +24.1% | -17.4% | -4.0% |
| YTD | +13.1% | +35.7% | -22.7% | -3.1% |
| 1Y | +12.7% | +34.0% | -21.3% | -3.3% |
| 3Y | +58.1% | +50.3% | +7.8% | +26.3% |
| 5Y | +63.6% | +56.7% | +7.0% | +20.2% |
| All | +63.6% | +53.2% | +10.5% | +20.2% |
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