-18.6%
COMP vs CPAY
+85.2%
-103.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +9.2% |
| 7D | +13.4% | +13.5% | -0.1% | +1.2% |
| 30D | +11.1% | +13.1% | -2.0% | -0.3% |
| 3M | -18.8% | +14.3% | -33.1% | -27.8% |
| 6M | +10.5% | +49.0% | -38.5% | -23.2% |
| YTD | -3.4% | +51.3% | -54.7% | -34.7% |
| 1Y | +19.7% | +63.7% | -44.0% | -25.3% |
| 3Y | +381.6% | +95.0% | +286.6% | +97.3% |
| All | -18.6% | +85.2% | -103.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling