+197.5%
EWT vs CPAY
+49.1%
+148.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -2.0% | +0.8% | -0.7% |
| 30D | +4.5% | -0.4% | +4.8% | +4.5% |
| 3M | +8.3% | +16.4% | -8.1% | +4.1% |
| 6M | +54.2% | +23.5% | +30.7% | +45.8% |
| YTD | +74.6% | +35.7% | +38.9% | +60.0% |
| 1Y | +84.9% | +30.2% | +54.7% | +71.2% |
| 3Y | +197.5% | +49.7% | +147.8% | +161.9% |
| All | +197.5% | +49.1% | +148.4% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling