+16.2%
COMP vs CPAY
+64.6%
-48.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +9.7% |
| 7D | +13.4% | +13.5% | -0.1% | +5.2% |
| 30D | +11.1% | +13.1% | -2.0% | +3.4% |
| 3M | -18.8% | +14.3% | -33.1% | -24.8% |
| 6M | +10.5% | +49.0% | -38.5% | -11.5% |
| YTD | -3.4% | +51.3% | -54.7% | -19.7% |
| All | +16.2% | +64.6% | -48.4% | -6.3% |
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