+273.7%
ELV vs CPAY
+155.2%
+118.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -2.0% | +5.2% | +3.8% |
| 30D | +5.4% | -0.4% | +5.7% | +5.4% |
| 3M | +5.4% | +16.4% | -11.0% | +0.6% |
| 6M | +45.7% | +23.5% | +22.2% | +35.9% |
| YTD | +21.2% | +35.7% | -14.5% | +9.0% |
| 1Y | +35.6% | +30.2% | +5.4% | +23.1% |
| 3Y | -2.0% | +49.7% | -51.7% | -18.6% |
| 5Y | +26.0% | +56.6% | -30.6% | +0.2% |
| All | +273.7% | +155.2% | +118.6% | +145.3% |
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 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