+366.3%
COP vs CPAY
+1,528.2%
-1,161.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | +15.6% | +3.6% | +12.0% | +13.7% |
| 3M | +14.3% | +16.6% | -2.3% | +6.3% |
| 6M | +17.0% | +29.5% | -12.5% | +2.4% |
| YTD | +47.4% | +35.3% | +12.2% | +24.5% |
| 1Y | +52.4% | +30.6% | +21.8% | +29.8% |
| 3Y | +20.8% | +49.7% | -28.9% | -6.8% |
| 5Y | +191.7% | +54.4% | +137.2% | +114.6% |
| 10Y | +325.1% | +142.8% | +182.3% | +157.6% |
| All | +366.3% | +1,528.2% | -1,161.9% | +58.1% |
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 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