+325.5%
EWY vs CPAY
+1,532.9%
-1,207.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -2.0% | +1.9% | +0.6% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | -5.1% | +16.4% | -21.5% | -10.7% |
| 6M | +42.1% | +23.5% | +18.5% | +30.7% |
| YTD | +94.1% | +35.7% | +58.5% | +71.1% |
| 1Y | +147.8% | +30.2% | +117.7% | +120.3% |
| 3Y | +222.9% | +49.7% | +173.2% | +165.3% |
| 5Y | +150.6% | +56.6% | +94.1% | +98.3% |
| 10Y | +304.4% | +153.8% | +150.6% | +159.9% |
| All | +325.5% | +1,532.9% | -1,207.4% | +29.0% |
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 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