+119.9%
COPX vs CPAY
+1,533.9%
-1,414.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.6% | -7.3% |
| 7D | -2.9% | -2.7% | -0.2% | -1.7% |
| 30D | 0.0% | +0.6% | -0.5% | -0.5% |
| 3M | +14.8% | +17.0% | -2.2% | +5.6% |
| 6M | +7.0% | +24.1% | -17.1% | -4.9% |
| YTD | +23.8% | +35.7% | -11.9% | +3.3% |
| 1Y | +75.7% | +34.0% | +41.7% | +46.4% |
| 3Y | +156.4% | +50.3% | +106.1% | +93.7% |
| 5Y | +167.6% | +56.7% | +110.9% | +93.3% |
| 10Y | +569.1% | +153.9% | +415.2% | +261.2% |
| All | +119.9% | +1,533.9% | -1,414.0% | -54.7% |
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