+100.1%
VWO vs CPAY
+1,532.9%
-1,432.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.2% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +2.2% | +16.4% | -14.1% | -2.8% |
| 6M | +8.8% | +23.5% | -14.8% | +1.0% |
| YTD | +12.4% | +35.7% | -23.3% | +0.5% |
| 1Y | +15.6% | +30.2% | -14.6% | +4.3% |
| 3Y | +62.5% | +49.7% | +12.8% | +35.9% |
| 5Y | +34.3% | +56.6% | -22.3% | +8.1% |
| 10Y | +114.8% | +153.8% | -39.0% | +38.6% |
| All | +100.1% | +1,532.9% | -1,432.8% | -34.4% |
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