+149.4%
CPAY vs COO
+17.5%
+131.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.7% | +15.3% | +7.4% |
| 7D | -2.7% | -23.3% | +20.6% | +9.2% |
| 30D | +0.6% | -29.5% | +30.1% | +17.4% |
| 3M | +17.0% | -20.0% | +37.0% | +28.3% |
| 6M | +24.1% | -27.2% | +51.3% | +41.7% |
| YTD | +35.7% | -33.9% | +69.6% | +62.6% |
| 1Y | +34.0% | -19.9% | +54.0% | +45.7% |
| 3Y | +50.3% | -38.1% | +88.4% | +77.7% |
| 5Y | +56.7% | -52.0% | +108.6% | +106.1% |
| All | +149.4% | +17.5% | +131.8% | +128.1% |
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