+164.3%
EWY vs CPAY
+29.9%
+134.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | +4.8% | +2.1% | +2.7% | +4.6% |
| 30D | +11.7% | +5.5% | +6.1% | +11.1% |
| 3M | -7.4% | +16.6% | -24.0% | -8.8% |
| 6M | +40.6% | +26.7% | +13.9% | +35.8% |
| YTD | +94.3% | +38.4% | +55.9% | +87.5% |
| 1Y | +164.3% | +30.1% | +134.1% | +154.0% |
| All | +164.3% | +29.9% | +134.4% | +154.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling