+242.0%
COF vs CPAY
+155.2%
+86.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | -2.0% | -3.2% | -4.0% |
| 30D | -6.0% | -0.4% | -5.7% | -5.9% |
| 3M | +14.8% | +16.4% | -1.5% | +4.0% |
| 6M | +15.3% | +23.5% | -8.2% | -0.7% |
| YTD | -13.0% | +35.7% | -48.7% | -30.6% |
| 1Y | -5.7% | +30.2% | -35.9% | -23.2% |
| 3Y | +118.1% | +49.7% | +68.4% | +58.2% |
| 5Y | +46.2% | +56.6% | -10.3% | +0.8% |
| All | +242.0% | +155.2% | +86.8% | +100.4% |
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 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