+791.0%
ELV vs CPAY
+1,524.4%
-733.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -2.2% | -2.5% | +0.3% | -1.5% |
| 30D | -0.2% | +1.3% | -1.5% | -0.6% |
| 3M | -6.1% | +13.5% | -19.6% | -9.6% |
| 6M | +42.8% | +24.7% | +18.1% | +33.0% |
| YTD | +14.4% | +34.9% | -20.6% | +3.3% |
| 1Y | +28.6% | +29.7% | -1.1% | +17.0% |
| 3Y | -7.4% | +49.4% | -56.8% | -22.2% |
| 5Y | +14.5% | +53.5% | -39.0% | -7.1% |
| 10Y | +257.4% | +152.5% | +105.0% | +143.6% |
| All | +791.0% | +1,524.4% | -733.4% | +263.2% |
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