+338.5%
COP vs CPAY
+155.2%
+183.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +2.3% | -2.0% | +4.3% | +3.2% |
| 30D | +8.6% | -0.4% | +9.0% | +8.6% |
| 3M | +19.9% | +16.4% | +3.5% | +11.3% |
| 6M | +19.0% | +23.5% | -4.5% | +6.0% |
| YTD | +50.0% | +35.7% | +14.3% | +25.4% |
| 1Y | +50.5% | +30.2% | +20.3% | +27.5% |
| 3Y | +25.2% | +49.7% | -24.5% | -5.4% |
| 5Y | +194.3% | +56.6% | +137.7% | +109.1% |
| All | +338.5% | +155.2% | +183.4% | +167.2% |
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 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