-46.5%
COMP vs CPAY
+67.6%
-114.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.2% |
| 7D | +14.5% | +11.9% | +2.6% | +3.8% |
| 30D | +14.9% | +15.1% | -0.2% | +2.0% |
| 3M | -14.2% | +16.5% | -30.8% | -24.6% |
| 6M | +23.7% | +33.1% | -9.4% | -3.1% |
| YTD | +2.1% | +52.2% | -50.1% | -30.4% |
| 1Y | +26.2% | +65.6% | -39.4% | -20.6% |
| 3Y | +470.9% | +100.2% | +370.7% | +142.5% |
| 5Y | -14.0% | +87.6% | -101.7% | -61.6% |
| All | -46.5% | +67.6% | -114.0% | -74.2% |
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