+52.4%
ECL vs CPAY
+49.2%
+3.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.6% | -2.7% | 0.0% | -2.1% |
| 30D | -4.6% | +0.6% | -5.1% | -4.7% |
| 3M | +6.0% | +17.0% | -11.1% | +2.6% |
| 6M | -3.0% | +24.1% | -27.1% | -7.4% |
| YTD | +4.0% | +35.7% | -31.7% | -3.3% |
| 1Y | +2.0% | +34.0% | -32.0% | -5.0% |
| All | +52.4% | +49.2% | +3.2% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling