-13.6%
EWZ vs CPAY
+1,748.9%
-1,762.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | -24.4% | +17.6% | -42.0% | -29.1% |
| 3M | -4.6% | +8.7% | -13.3% | -7.8% |
| 6M | -11.6% | +39.5% | -51.1% | -23.0% |
| YTD | +2.4% | +53.6% | -51.2% | -15.8% |
| 1Y | +2.1% | +63.3% | -61.2% | -18.4% |
| 3Y | +18.7% | +101.7% | -83.0% | -17.3% |
| 5Y | +54.2% | +91.4% | -37.2% | +6.6% |
| 10Y | +65.9% | +221.7% | -155.8% | -8.9% |
| All | -13.6% | +1,748.9% | -1,762.5% | -74.9% |
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