+62.4%
EWY vs CPAY
+59.0%
+3.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.1% |
| 7D | -8.3% | +5.7% | -14.1% | -8.7% |
| 30D | -20.5% | +4.2% | -24.7% | -20.8% |
| 3M | -11.1% | +5.6% | -16.7% | -11.6% |
| 6M | -7.0% | +34.7% | -41.7% | -11.1% |
| YTD | +56.5% | +39.1% | +17.4% | +49.9% |
| 1Y | +62.4% | +60.3% | +2.1% | +57.1% |
| All | +62.4% | +59.0% | +3.4% | +57.1% |
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