+249.8%
ELF vs CPAY
+54.7%
+195.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.1% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | +5.9% | +3.6% | +2.3% | +4.4% |
| 3M | +99.5% | +16.6% | +82.9% | +87.9% |
| 6M | +26.5% | +29.5% | -2.9% | +13.7% |
| YTD | +37.2% | +35.3% | +1.9% | +20.0% |
| 1Y | -24.4% | +30.6% | -55.0% | -33.3% |
| 3Y | -23.3% | +49.7% | -73.1% | -36.4% |
| All | +249.8% | +54.7% | +195.1% | +171.8% |
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