+580.2%
ECL vs CPAY
+1,565.5%
-985.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.6% | +2.1% | -4.7% | -3.3% |
| 30D | -2.2% | +5.5% | -7.7% | -4.2% |
| 3M | +10.1% | +16.6% | -6.5% | +3.9% |
| 6M | -5.7% | +26.7% | -32.4% | -14.3% |
| YTD | +7.0% | +38.4% | -31.4% | -6.8% |
| 1Y | +2.7% | +30.1% | -27.5% | -8.9% |
| 3Y | +57.7% | +52.6% | +5.1% | +27.1% |
| 5Y | +31.1% | +59.0% | -27.8% | +1.8% |
| 10Y | +150.9% | +148.4% | +2.5% | +61.5% |
| All | +580.2% | +1,565.5% | -985.2% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling