+300.2%
EMR vs CPAY
+1,528.2%
-1,228.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +3.1% | +0.6% | +2.5% | +2.8% |
| 30D | -3.5% | +3.6% | -7.1% | -5.1% |
| 3M | +9.8% | +16.6% | -6.9% | +2.1% |
| 6M | +10.8% | +29.5% | -18.7% | -2.4% |
| YTD | +15.9% | +35.3% | -19.3% | -0.7% |
| 1Y | +16.4% | +30.6% | -14.2% | +0.7% |
| 3Y | +62.1% | +49.7% | +12.4% | +29.8% |
| 5Y | +62.9% | +54.4% | +8.5% | +25.5% |
| 10Y | +267.8% | +142.8% | +124.9% | +133.2% |
| All | +300.2% | +1,528.2% | -1,228.0% | +31.5% |
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