-4.3%
ES vs CPAY
+54.3%
-58.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -1.0% | +1.3% | -2.3% | -1.3% |
| 3M | +1.5% | +13.5% | -12.0% | -0.5% |
| 6M | -3.5% | +24.7% | -28.2% | -7.0% |
| YTD | +7.0% | +34.9% | -28.0% | +1.1% |
| 1Y | +15.3% | +29.7% | -14.4% | +9.5% |
| 3Y | +30.2% | +49.4% | -19.2% | +17.5% |
| 5Y | -4.3% | +53.5% | -57.8% | -19.1% |
| All | -4.3% | +54.3% | -58.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling