+395.2%
COR vs CPAY
+155.2%
+240.0%
-32.4%
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% | +0.2% |
| 7D | -2.8% | -2.0% | -0.9% | -2.4% |
| 30D | +2.6% | -0.4% | +2.9% | +2.6% |
| 3M | +14.5% | +16.4% | -1.9% | +10.7% |
| 6M | -7.8% | +23.5% | -31.3% | -12.3% |
| YTD | -4.2% | +35.7% | -39.9% | -11.0% |
| 1Y | +7.0% | +30.2% | -23.2% | 0.0% |
| 3Y | +85.5% | +49.7% | +35.8% | +62.9% |
| 5Y | +181.2% | +56.6% | +124.6% | +139.0% |
| All | +395.2% | +155.2% | +240.0% | +263.8% |
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