+277.7%
ELF vs CPAY
+136.6%
+141.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | -6.8% | -2.5% | -4.3% | -5.8% |
| 30D | +5.1% | +1.3% | +3.8% | +4.4% |
| 3M | +79.8% | +13.5% | +66.3% | +70.0% |
| 6M | +29.7% | +24.7% | +5.0% | +17.2% |
| YTD | +31.6% | +34.9% | -3.3% | +13.6% |
| 1Y | -27.9% | +29.7% | -57.6% | -37.5% |
| 3Y | -26.4% | +49.4% | -75.8% | -40.9% |
| 5Y | +235.6% | +53.5% | +182.1% | +160.1% |
| All | +277.7% | +136.6% | +141.0% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling