+80.0%
ES vs CPAY
+155.3%
-75.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.2% |
| 7D | -3.5% | -2.7% | -0.8% | -3.0% |
| 30D | -3.0% | +0.6% | -3.6% | -3.2% |
| 3M | -0.3% | +17.0% | -17.3% | -3.4% |
| 6M | -5.2% | +24.1% | -29.3% | -9.5% |
| YTD | +4.8% | +35.7% | -31.0% | -2.5% |
| 1Y | +12.7% | +34.0% | -21.3% | +4.7% |
| 3Y | +27.5% | +50.3% | -22.7% | +13.3% |
| 5Y | -4.7% | +56.7% | -61.3% | -17.9% |
| All | +80.0% | +155.3% | -75.3% | +39.9% |
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