+563.0%
ECL vs CPAY
+1,524.4%
-961.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.7% | -2.5% | -0.3% | -1.9% |
| 30D | -4.3% | +1.3% | -5.6% | -4.9% |
| 3M | +3.2% | +13.5% | -10.3% | -1.7% |
| 6M | -2.9% | +24.7% | -27.6% | -11.2% |
| YTD | +4.3% | +34.9% | -30.7% | -8.4% |
| 1Y | +1.6% | +29.7% | -28.0% | -9.8% |
| 3Y | +54.3% | +49.4% | +4.9% | +25.2% |
| 5Y | +26.5% | +53.5% | -27.0% | -0.6% |
| 10Y | +155.6% | +152.5% | +3.1% | +63.8% |
| All | +563.0% | +1,524.4% | -961.3% | +147.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling