+1,160.2%
ETN vs CPAY
+1,532.9%
-372.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -2.0% | +5.5% | +4.3% |
| 30D | -7.5% | -0.4% | -7.2% | -7.6% |
| 3M | +8.3% | +16.4% | -8.0% | +0.7% |
| 6M | +20.2% | +23.5% | -3.3% | +7.7% |
| YTD | +34.7% | +35.7% | -1.0% | +14.2% |
| 1Y | +19.4% | +30.2% | -10.7% | +2.3% |
| 3Y | +85.5% | +49.7% | +35.8% | +46.3% |
| 5Y | +186.6% | +56.6% | +130.0% | +115.3% |
| 10Y | +724.7% | +153.8% | +570.9% | +381.6% |
| All | +1,160.2% | +1,532.9% | -372.6% | +213.3% |
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