+290.1%
ETR vs CPAY
+155.2%
+134.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.8% | -2.0% | +0.1% | -1.4% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | -3.6% | +16.4% | -19.9% | -7.2% |
| 6M | +2.6% | +23.5% | -20.9% | -3.3% |
| YTD | +16.0% | +35.7% | -19.6% | +5.9% |
| 1Y | +20.1% | +30.2% | -10.0% | +10.4% |
| 3Y | +143.6% | +49.7% | +93.9% | +110.6% |
| 5Y | +124.4% | +56.6% | +67.8% | +86.5% |
| All | +290.1% | +155.2% | +134.9% | +189.3% |
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 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