+221.8%
EL vs CPAY
+1,565.5%
-1,343.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +0.8% | +2.1% | -1.3% | 0.0% |
| 30D | +19.8% | +5.5% | +14.3% | +17.2% |
| 3M | +25.7% | +16.6% | +9.1% | +18.0% |
| 6M | +5.4% | +26.7% | -21.2% | -4.8% |
| YTD | +0.2% | +38.4% | -38.1% | -14.6% |
| 1Y | +20.4% | +30.1% | -9.7% | +4.8% |
| 3Y | -32.1% | +52.6% | -84.7% | -45.0% |
| 5Y | -67.2% | +59.0% | -126.2% | -74.2% |
| 10Y | +31.7% | +148.4% | -116.6% | -13.1% |
| All | +221.8% | +1,565.5% | -1,343.7% | +7.7% |
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