+156.3%
ECL vs CPAY
+155.2%
+1.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -1.1% | -2.0% | +0.8% | -0.4% |
| 30D | -0.8% | -0.4% | -0.5% | -0.8% |
| 3M | +5.0% | +16.4% | -11.3% | -1.1% |
| 6M | +0.2% | +23.5% | -23.3% | -8.4% |
| YTD | +5.8% | +35.7% | -29.9% | -7.8% |
| 1Y | +1.5% | +30.2% | -28.6% | -10.5% |
| 3Y | +55.0% | +49.7% | +5.3% | +23.7% |
| 5Y | +29.3% | +56.6% | -27.3% | -1.5% |
| All | +156.3% | +155.2% | +1.2% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling