+56.0%
EWZ vs CPAY
+88.6%
-32.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +1.3% | +13.1% | -11.7% | -1.7% |
| 30D | -26.2% | +15.5% | -41.7% | -28.7% |
| 3M | -8.6% | +14.7% | -23.3% | -11.7% |
| 6M | -17.0% | +33.6% | -50.7% | -23.0% |
| YTD | +2.2% | +52.7% | -50.6% | -9.3% |
| 1Y | +2.7% | +63.5% | -60.9% | -10.8% |
| 3Y | +18.2% | +98.8% | -80.6% | -6.8% |
| 5Y | +56.0% | +88.6% | -32.5% | +28.8% |
| All | +56.0% | +88.6% | -32.5% | +28.8% |
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