+18.7%
EWZ vs CPAY
+101.0%
-82.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -24.4% | +17.6% | -42.0% | -26.6% |
| 3M | -4.6% | +8.7% | -13.3% | -6.2% |
| 6M | -11.6% | +39.5% | -51.1% | -17.1% |
| YTD | +2.4% | +53.6% | -51.2% | -6.5% |
| 1Y | +2.1% | +63.3% | -61.2% | -8.4% |
| 3Y | +18.7% | +101.7% | -83.0% | -6.2% |
| All | +18.7% | +101.0% | -82.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling