-28.2%
EW vs CPAY
+53.2%
-81.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -3.4% | -2.7% | -0.7% | -2.6% |
| 30D | -7.4% | +0.6% | -7.9% | -7.6% |
| 3M | +0.9% | +17.0% | -16.1% | -3.7% |
| 6M | +1.2% | +24.1% | -23.0% | -5.6% |
| YTD | +1.8% | +35.7% | -34.0% | -8.5% |
| 1Y | +10.8% | +34.0% | -23.2% | -0.4% |
| 3Y | +17.1% | +50.3% | -33.1% | -3.9% |
| 5Y | -28.2% | +56.7% | -84.9% | -44.9% |
| All | -28.2% | +53.2% | -81.4% | -44.9% |
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