-46.7%
COMP vs CPAY
+48.9%
-95.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -1.5% |
| 7D | +4.1% | +0.6% | +3.5% | +3.6% |
| 30D | -14.5% | +3.6% | -18.1% | -17.0% |
| 3M | +41.8% | +16.6% | +25.2% | +24.1% |
| 6M | +23.6% | +29.5% | -5.9% | -2.3% |
| YTD | +1.7% | +35.3% | -33.6% | -23.3% |
| 1Y | +12.6% | +30.6% | -18.1% | -13.5% |
| 3Y | +221.9% | +49.7% | +172.1% | +88.4% |
| 5Y | -28.1% | +54.4% | -82.6% | -63.4% |
| All | -46.7% | +48.9% | -95.6% | -71.6% |
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 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