+295.6%
ES vs CPAY
+1,748.9%
-1,453.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | +2.7% | +1.6% | +1.2% | +2.4% |
| 30D | +7.6% | +17.6% | -10.0% | +4.7% |
| 3M | +0.5% | +8.7% | -8.2% | -1.0% |
| 6M | +7.6% | +39.5% | -31.9% | +1.5% |
| YTD | +10.2% | +53.6% | -43.4% | +1.4% |
| 1Y | +1.8% | +63.3% | -61.4% | -7.5% |
| 3Y | +55.4% | +101.7% | -46.3% | +33.7% |
| 5Y | +7.3% | +91.4% | -84.1% | -8.2% |
| 10Y | +96.4% | +221.7% | -125.3% | +53.4% |
| All | +295.6% | +1,748.9% | -1,453.2% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling