+691.2%
EW vs CPAY
+1,748.9%
-1,057.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +4.9% | +1.6% | +3.4% | +4.4% |
| 30D | +23.9% | +17.6% | +6.3% | +17.3% |
| 3M | +15.8% | +8.7% | +7.1% | +12.3% |
| 6M | +31.7% | +39.5% | -7.9% | +17.0% |
| YTD | +25.7% | +53.6% | -27.9% | +6.1% |
| 1Y | +24.4% | +63.3% | -38.8% | +2.7% |
| 3Y | +65.9% | +101.7% | -35.9% | +21.6% |
| 5Y | -7.6% | +91.4% | -99.0% | -32.1% |
| 10Y | +253.2% | +221.7% | +31.5% | +113.3% |
| All | +691.2% | +1,748.9% | -1,057.7% | +202.5% |
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