+563.8%
EW vs CPAY
+1,565.5%
-1,001.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -0.3% | +2.1% | -2.4% | -1.1% |
| 30D | +1.0% | +5.5% | -4.5% | -0.9% |
| 3M | +2.8% | +16.6% | -13.8% | -2.7% |
| 6M | +5.5% | +26.7% | -21.2% | -3.6% |
| YTD | +5.5% | +38.4% | -32.9% | -7.7% |
| 1Y | +11.0% | +30.1% | -19.1% | -1.1% |
| 3Y | +17.7% | +52.6% | -34.9% | -4.4% |
| 5Y | -25.7% | +59.0% | -84.7% | -41.8% |
| 10Y | +132.8% | +148.4% | -15.6% | +52.2% |
| All | +563.8% | +1,565.5% | -1,001.7% | +163.2% |
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 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