+224.2%
VEA vs CPAY
+1,533.9%
-1,309.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | -1.1% | +0.6% | -1.6% | -1.3% |
| 3M | +5.1% | +17.0% | -12.0% | -0.3% |
| 6M | +9.8% | +24.1% | -14.3% | +1.8% |
| YTD | +15.9% | +35.7% | -19.8% | +3.5% |
| 1Y | +24.6% | +34.0% | -9.5% | +11.2% |
| 3Y | +75.5% | +50.3% | +25.3% | +46.8% |
| 5Y | +59.4% | +56.7% | +2.7% | +28.7% |
| 10Y | +160.3% | +153.9% | +6.4% | +71.9% |
| All | +224.2% | +1,533.9% | -1,309.7% | +11.6% |
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