+1.5%
EWZ vs CPAY
+1,565.5%
-1,564.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | +2.1% | +4.4% | +5.7% |
| 30D | +4.8% | +5.5% | -0.7% | +2.6% |
| 3M | +9.9% | +16.6% | -6.7% | +2.9% |
| 6M | +1.9% | +26.7% | -24.7% | -8.3% |
| YTD | +20.3% | +38.4% | -18.1% | +3.2% |
| 1Y | +35.6% | +30.1% | +5.5% | +18.3% |
| 3Y | +43.4% | +52.6% | -9.2% | +12.5% |
| 5Y | +55.9% | +59.0% | -3.0% | +16.4% |
| 10Y | +84.2% | +148.4% | -64.2% | +11.6% |
| All | +1.5% | +1,565.5% | -1,564.0% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling