-5.1%
COF vs CPAY
+59.0%
-64.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.0% |
| 7D | +0.7% | +5.7% | -5.0% | -0.9% |
| 30D | +5.7% | +4.2% | +1.5% | +4.4% |
| 3M | -6.7% | +5.6% | -12.3% | -8.2% |
| 6M | +9.5% | +34.7% | -25.2% | +1.1% |
| YTD | -13.9% | +39.1% | -53.0% | -19.1% |
| 1Y | -5.1% | +60.3% | -65.3% | -14.4% |
| All | -5.1% | +59.0% | -64.1% | -14.4% |
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