+209.4%
IEFA vs CPAY
+773.7%
-564.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.7% |
| 30D | -2.1% | +0.6% | -2.7% | -2.3% |
| 3M | +5.5% | +17.0% | -11.5% | +0.4% |
| 6M | +8.1% | +24.1% | -16.0% | +0.6% |
| YTD | +11.9% | +35.7% | -23.8% | +0.5% |
| 1Y | +18.1% | +34.0% | -15.9% | +5.9% |
| 3Y | +65.5% | +50.3% | +15.2% | +39.5% |
| 5Y | +50.1% | +56.7% | -6.6% | +22.2% |
| 10Y | +144.2% | +153.9% | -9.7% | +66.8% |
| All | +209.4% | +773.7% | -564.3% | +63.5% |
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