+242.5%
ET vs CPAY
+55.3%
+187.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +0.2% | -2.0% | +2.2% | +0.8% |
| 30D | +2.9% | -0.4% | +3.2% | +2.9% |
| 3M | +16.8% | +16.4% | +0.4% | +11.5% |
| 6M | +18.9% | +23.5% | -4.6% | +10.8% |
| YTD | +37.7% | +35.7% | +2.0% | +23.1% |
| 1Y | +32.4% | +30.2% | +2.3% | +19.6% |
| 3Y | +99.5% | +49.7% | +49.8% | +68.0% |
| All | +242.5% | +55.3% | +187.2% | +173.3% |
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