+26.5%
ECL vs CPAY
+54.3%
-27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.7% | -2.5% | -0.3% | -2.0% |
| 30D | -4.3% | +1.3% | -5.6% | -4.8% |
| 3M | +3.2% | +13.5% | -10.3% | -1.1% |
| 6M | -2.9% | +24.7% | -27.6% | -10.3% |
| YTD | +4.3% | +34.9% | -30.7% | -7.2% |
| 1Y | +1.6% | +29.7% | -28.0% | -8.6% |
| 3Y | +54.3% | +49.4% | +4.9% | +24.8% |
| 5Y | +26.5% | +53.5% | -27.0% | -5.2% |
| All | +26.5% | +54.3% | -27.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling