+70.1%
ENB vs CPAY
+49.2%
+20.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -4.6% | -2.7% | -1.9% | -4.4% |
| 30D | -5.2% | +0.6% | -5.8% | -5.3% |
| 3M | -13.4% | +17.0% | -30.4% | -14.3% |
| 6M | -7.8% | +24.1% | -31.9% | -9.3% |
| YTD | +4.9% | +35.7% | -30.8% | +1.8% |
| 1Y | +3.2% | +34.0% | -30.8% | +0.3% |
| All | +70.1% | +49.2% | +20.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling