+148.7%
EWY vs CPAY
+55.3%
+93.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -2.0% | +1.9% | +0.5% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | -5.1% | +16.4% | -21.5% | -10.2% |
| 6M | +42.1% | +23.5% | +18.5% | +31.5% |
| YTD | +94.1% | +35.7% | +58.5% | +72.4% |
| 1Y | +147.8% | +30.2% | +117.7% | +122.3% |
| 3Y | +222.9% | +49.7% | +173.2% | +164.1% |
| All | +148.7% | +55.3% | +93.5% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling