+1.1%
ES vs CPAY
+57.5%
-56.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -1.1% | +2.0% | -3.1% | -1.1% |
| 30D | +8.2% | +14.3% | -6.0% | +8.4% |
| 3M | +0.6% | +11.3% | -10.7% | +0.7% |
| 6M | +6.0% | +34.8% | -28.8% | +6.8% |
| YTD | +9.3% | +51.5% | -42.2% | +12.1% |
| 1Y | +1.1% | +59.0% | -57.9% | +4.7% |
| All | +1.1% | +57.5% | -56.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling