+297.3%
ESI vs CPAY
+155.2%
+142.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -2.0% | -2.7% | -3.8% |
| 30D | -10.5% | -0.4% | -10.2% | -10.6% |
| 3M | -19.8% | +16.4% | -36.2% | -26.4% |
| 6M | +5.8% | +23.5% | -17.7% | -6.7% |
| YTD | +38.3% | +35.7% | +2.6% | +14.4% |
| 1Y | +31.5% | +30.2% | +1.3% | +10.7% |
| 3Y | +80.7% | +49.7% | +31.0% | +37.8% |
| 5Y | +69.4% | +56.6% | +12.9% | +23.1% |
| All | +297.3% | +155.2% | +142.1% | +107.1% |
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 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