-27.9%
ELF vs CPAY
+30.8%
-58.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | -6.8% | -2.5% | -4.3% | -6.6% |
| 30D | +5.1% | +1.3% | +3.8% | +4.9% |
| 3M | +79.8% | +13.5% | +66.3% | +77.4% |
| 6M | +29.7% | +24.7% | +5.0% | +26.9% |
| YTD | +31.6% | +34.9% | -3.3% | +32.9% |
| 1Y | -27.9% | +29.7% | -57.6% | -9.1% |
| All | -27.9% | +30.8% | -58.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling