+273.0%
ELF vs CPAY
+89.5%
+183.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.6% | +3.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +9.1% | +17.6% | -8.5% | +2.7% |
| 3M | +28.2% | +8.7% | +19.5% | +24.0% |
| 6M | +119.5% | +39.5% | +80.0% | +92.4% |
| YTD | +55.2% | +53.6% | +1.6% | +29.0% |
| 1Y | +58.6% | +63.3% | -4.7% | +28.4% |
| 3Y | +21.3% | +101.7% | -80.4% | -12.0% |
| All | +273.0% | +89.5% | +183.5% | +181.3% |
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