+50.4%
EWZ vs CPAY
+49.5%
+0.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.4% |
| 7D | +5.6% | +0.6% | +5.0% | +5.5% |
| 30D | +9.3% | +3.6% | +5.7% | +8.4% |
| 3M | +15.7% | +16.6% | -0.9% | +11.9% |
| 6M | +7.4% | +29.5% | -22.0% | +1.5% |
| YTD | +22.7% | +35.3% | -12.6% | +14.1% |
| 1Y | +36.4% | +30.6% | +5.8% | +27.6% |
| 3Y | +50.4% | +49.7% | +0.7% | +32.7% |
| All | +50.4% | +49.5% | +0.9% | +32.7% |
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