+82.6%
ED vs CPAY
+89.5%
-6.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +2.1% | +1.6% | +0.5% | +2.0% |
| 30D | +10.4% | +17.6% | -7.2% | +9.3% |
| 3M | +12.5% | +8.7% | +3.9% | +11.9% |
| 6M | +14.9% | +39.5% | -24.6% | +12.6% |
| YTD | +24.8% | +53.6% | -28.8% | +20.9% |
| 1Y | +23.8% | +63.3% | -39.4% | +19.2% |
| 3Y | +51.6% | +101.7% | -50.1% | +38.1% |
| All | +82.6% | +89.5% | -6.9% | +65.8% |
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 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