+53.5%
CPAY vs ESTC
-46.4%
+99.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.2% |
| 7D | -2.5% | -3.3% | +0.9% | -1.9% |
| 30D | +1.3% | +13.4% | -12.1% | -2.0% |
| 3M | +13.5% | +41.3% | -27.8% | +4.7% |
| 6M | +24.7% | +62.6% | -37.9% | +11.2% |
| YTD | +34.9% | +14.8% | +20.2% | +28.3% |
| 1Y | +29.7% | -5.1% | +34.7% | +27.2% |
| 3Y | +49.4% | +11.2% | +38.2% | +33.9% |
| 5Y | +53.5% | -47.0% | +100.5% | +36.7% |
| All | +53.5% | -46.4% | +99.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling