+222.8%
CPAY vs COO
+41.1%
+181.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.3% |
| 30D | +17.6% | +14.2% | +3.4% | +10.4% |
| 3M | +8.7% | -18.2% | +26.9% | +18.0% |
| 6M | +39.5% | +5.3% | +34.2% | +33.2% |
| YTD | +53.6% | -23.6% | +77.2% | +71.5% |
| 1Y | +63.3% | -12.7% | +75.9% | +70.7% |
| 3Y | +101.7% | -24.2% | +125.9% | +115.7% |
| 5Y | +91.4% | -40.0% | +131.4% | +125.9% |
| All | +222.8% | +41.1% | +181.7% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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