+13.9%
COR vs CPAY
+29.9%
-16.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +2.8% | +2.1% | +0.7% | +2.5% |
| 30D | +4.5% | +5.5% | -1.0% | +3.7% |
| 3M | +22.7% | +16.6% | +6.1% | +19.8% |
| 6M | -9.7% | +26.7% | -36.4% | -13.2% |
| YTD | -1.4% | +38.4% | -39.8% | -6.3% |
| 1Y | +13.9% | +30.1% | -16.2% | +11.6% |
| All | +13.9% | +29.9% | -16.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling