+540.2%
COF vs CPAY
+1,533.9%
-993.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -6.1% | -2.7% | -3.4% | -4.7% |
| 30D | -5.2% | +0.6% | -5.7% | -5.5% |
| 3M | +17.0% | +17.0% | 0.0% | +6.8% |
| 6M | +12.9% | +24.1% | -11.2% | -1.4% |
| YTD | -13.5% | +35.7% | -49.3% | -29.1% |
| 1Y | -5.9% | +34.0% | -39.9% | -22.7% |
| 3Y | +117.1% | +50.3% | +66.9% | +64.6% |
| 5Y | +45.4% | +56.7% | -11.3% | +6.3% |
| 10Y | +244.1% | +153.9% | +90.1% | +104.4% |
| All | +540.2% | +1,533.9% | -993.7% | +74.9% |
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