+64.2%
EWZ vs CPAY
+215.6%
-151.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | +0.1% | +2.0% | -2.0% | -0.7% |
| 30D | -25.9% | +14.3% | -40.1% | -29.7% |
| 3M | -6.1% | +11.3% | -17.5% | -10.2% |
| 6M | -16.1% | +34.8% | -50.9% | -26.0% |
| YTD | +1.0% | +51.5% | -50.5% | -16.7% |
| 1Y | 0.0% | +59.0% | -59.1% | -19.6% |
| 3Y | +16.8% | +97.2% | -80.4% | -19.3% |
| 5Y | +52.1% | +88.8% | -36.7% | +3.9% |
| All | +64.2% | +215.6% | -151.3% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling