+111.6%
CPAY vs ESTC
+25.9%
+85.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +1.6% | +2.4% | -0.9% | +1.0% |
| 30D | +17.6% | -4.2% | +21.9% | +18.1% |
| 3M | +8.7% | +2.5% | +6.2% | +6.9% |
| 6M | +39.5% | +81.5% | -42.0% | +21.4% |
| YTD | +53.6% | +16.8% | +36.7% | +44.7% |
| 1Y | +63.3% | -3.5% | +66.7% | +59.1% |
| 3Y | +101.7% | +17.7% | +84.0% | +78.5% |
| 5Y | +91.4% | -51.7% | +143.1% | +88.1% |
| All | +111.6% | +25.9% | +85.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling