+1.2%
EWZ vs CPAY
+63.6%
-62.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.6% | +10.4% | -9.8% | -0.4% |
| 30D | -25.5% | +16.2% | -41.7% | -26.5% |
| 3M | -4.5% | +13.7% | -18.3% | -5.8% |
| 6M | -15.3% | +35.2% | -50.5% | -17.6% |
| YTD | +3.1% | +53.5% | -50.4% | +1.6% |
| 1Y | +1.2% | +58.9% | -57.7% | +1.1% |
| All | +1.2% | +63.6% | -62.4% | +1.1% |
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