+93.1%
ES vs CPAY
+217.3%
-124.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.1% | +10.4% | -10.2% | -1.8% |
| 30D | +6.7% | +16.2% | -9.4% | +3.6% |
| 3M | +0.3% | +13.7% | -13.4% | -2.2% |
| 6M | +7.4% | +35.2% | -27.8% | +1.0% |
| YTD | +8.4% | +53.5% | -45.1% | -1.6% |
| 1Y | +0.6% | +58.9% | -58.3% | -9.5% |
| 3Y | +50.6% | +99.8% | -49.2% | +25.9% |
| 5Y | +4.8% | +93.3% | -88.4% | -13.5% |
| 10Y | +93.1% | +221.5% | -128.4% | +48.5% |
| All | +93.1% | +217.3% | -124.2% | +48.5% |
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 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