+313.8%
ELF vs CPAY
+142.6%
+171.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +5.4% | +2.1% | +3.3% | +4.4% |
| 30D | +27.0% | +5.5% | +21.4% | +23.9% |
| 3M | +113.2% | +16.6% | +96.6% | +99.5% |
| 6M | +36.6% | +26.7% | +9.9% | +22.4% |
| YTD | +44.2% | +38.4% | +5.9% | +23.1% |
| 1Y | -18.0% | +30.1% | -48.1% | -29.0% |
| 3Y | -19.9% | +52.6% | -72.5% | -36.3% |
| 5Y | +257.7% | +59.0% | +198.7% | +173.0% |
| All | +313.8% | +142.6% | +171.2% | +176.6% |
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