+19.2%
ETR vs CPAY
+59.0%
-39.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.2% | +2.9% |
| 7D | +3.7% | +5.7% | -2.0% | +4.1% |
| 30D | +11.0% | +4.2% | +6.8% | +11.3% |
| 3M | +3.4% | +5.6% | -2.2% | +3.8% |
| 6M | -3.3% | +34.7% | -38.0% | -1.5% |
| YTD | +23.3% | +39.1% | -15.8% | +25.3% |
| 1Y | +19.2% | +60.3% | -41.1% | +21.2% |
| All | +19.2% | +59.0% | -39.9% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling