+117.8%
EW vs CPAY
+155.2%
-37.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -6.2% | -2.0% | -4.2% | -5.5% |
| 30D | -9.3% | -0.4% | -9.0% | -9.3% |
| 3M | -1.6% | +16.4% | -18.0% | -7.2% |
| 6M | -0.8% | +23.5% | -24.4% | -9.1% |
| YTD | -1.0% | +35.7% | -36.7% | -13.6% |
| 1Y | +8.2% | +30.2% | -22.0% | -4.5% |
| 3Y | +12.7% | +49.7% | -37.0% | -9.9% |
| 5Y | -30.2% | +56.6% | -86.8% | -46.6% |
| All | +117.8% | +155.2% | -37.4% | +38.8% |
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