+484.2%
ETR vs CPAY
+1,524.4%
-1,040.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | +0.4% | -2.5% | +2.9% | +0.9% |
| 30D | +2.0% | +1.3% | +0.7% | +1.7% |
| 3M | -1.7% | +13.5% | -15.2% | -4.3% |
| 6M | +3.6% | +24.7% | -21.1% | -1.5% |
| YTD | +18.0% | +34.9% | -16.9% | +9.7% |
| 1Y | +26.2% | +29.7% | -3.5% | +17.9% |
| 3Y | +148.0% | +49.4% | +98.6% | +121.3% |
| 5Y | +126.1% | +53.5% | +72.6% | +96.6% |
| 10Y | +302.3% | +152.5% | +149.8% | +220.5% |
| All | +484.2% | +1,524.4% | -1,040.1% | +270.6% |
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