-35.6%
ELAN vs CPAY
+85.2%
-120.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -2.0% | -3.5% | -4.6% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | -3.7% | +16.4% | -20.0% | -10.5% |
| 6M | -1.2% | +23.5% | -24.7% | -11.5% |
| YTD | +2.4% | +35.7% | -33.3% | -13.4% |
| 1Y | +23.4% | +30.2% | -6.8% | +5.8% |
| 3Y | +96.7% | +49.7% | +47.0% | +54.4% |
| 5Y | -30.6% | +56.6% | -87.1% | -48.1% |
| All | -35.6% | +85.2% | -120.8% | -55.7% |
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