+604.9%
EWT vs CPAY
+1,533.9%
-929.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | +4.8% | +0.6% | +4.2% | +4.5% |
| 3M | +11.1% | +17.0% | -5.9% | +5.7% |
| 6M | +54.6% | +24.1% | +30.5% | +44.0% |
| YTD | +71.4% | +35.7% | +35.7% | +54.2% |
| 1Y | +82.1% | +34.0% | +48.1% | +63.7% |
| 3Y | +193.2% | +50.3% | +143.0% | +149.6% |
| 5Y | +146.1% | +56.7% | +89.4% | +102.8% |
| 10Y | +505.0% | +153.9% | +351.1% | +312.4% |
| All | +604.9% | +1,533.9% | -929.0% | +166.9% |
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 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