+604.6%
ET vs CPAY
+1,528.2%
-923.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +1.0% |
| 7D | +0.4% | +0.6% | -0.1% | +0.1% |
| 30D | +6.9% | +3.6% | +3.3% | +5.1% |
| 3M | +13.1% | +16.6% | -3.5% | +5.1% |
| 6M | +18.7% | +29.5% | -10.8% | +3.9% |
| YTD | +37.4% | +35.3% | +2.2% | +16.3% |
| 1Y | +34.8% | +30.6% | +4.2% | +14.8% |
| 3Y | +96.8% | +49.7% | +47.1% | +52.1% |
| 5Y | +238.2% | +54.4% | +183.8% | +148.7% |
| 10Y | +159.4% | +142.8% | +16.6% | +45.1% |
| All | +604.6% | +1,528.2% | -923.6% | +170.3% |
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 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