+24.5%
COP vs CPAY
+48.3%
-23.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | -2.5% | +2.0% | 0.0% |
| 30D | +11.7% | +1.3% | +10.4% | +11.3% |
| 3M | +17.7% | +13.5% | +4.2% | +14.3% |
| 6M | +18.3% | +24.7% | -6.4% | +11.9% |
| YTD | +49.1% | +34.9% | +14.1% | +36.3% |
| 1Y | +53.3% | +29.7% | +23.6% | +41.9% |
| All | +24.5% | +48.3% | -23.8% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling