-44.8%
COMP vs CPAY
+52.3%
-97.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.2% |
| 7D | +1.4% | +2.1% | -0.7% | -0.3% |
| 30D | -13.3% | +5.5% | -18.9% | -17.1% |
| 3M | +41.1% | +16.6% | +24.5% | +23.5% |
| 6M | +17.2% | +26.7% | -9.5% | -5.4% |
| YTD | +5.2% | +38.4% | -33.2% | -22.1% |
| 1Y | +18.9% | +30.1% | -11.2% | -8.1% |
| 3Y | +215.9% | +52.6% | +163.3% | +82.3% |
| 5Y | -31.2% | +59.0% | -90.2% | -65.6% |
| All | -44.8% | +52.3% | -97.2% | -71.2% |
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