+60.1%
EWZ vs CPAY
+54.3%
+5.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -2.5% | +2.4% | +0.5% |
| 30D | +8.2% | +1.3% | +6.9% | +7.8% |
| 3M | +13.3% | +13.5% | -0.2% | +9.4% |
| 6M | +3.6% | +24.7% | -21.1% | -2.6% |
| YTD | +21.0% | +34.9% | -14.0% | +10.5% |
| 1Y | +34.7% | +29.7% | +5.0% | +23.9% |
| 3Y | +48.3% | +49.4% | -1.1% | +26.7% |
| 5Y | +60.1% | +53.5% | +6.6% | +34.8% |
| All | +60.1% | +54.3% | +5.8% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling