+49.8%
CPAY vs ESTC
+7.0%
+42.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.2% |
| 7D | -2.7% | -13.2% | +10.5% | -0.2% |
| 30D | +0.6% | +9.3% | -8.8% | -1.8% |
| 3M | +17.0% | +37.3% | -20.3% | +9.2% |
| 6M | +24.1% | +61.0% | -36.9% | +11.9% |
| YTD | +35.7% | +10.7% | +25.1% | +30.2% |
| 1Y | +34.0% | -7.2% | +41.2% | +31.8% |
| All | +49.8% | +7.0% | +42.8% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling