+34.0%
CPAY vs COO
-20.6%
+54.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.7% | +15.3% | +4.7% |
| 7D | -2.7% | -23.3% | +20.6% | +5.3% |
| 30D | +0.6% | -29.5% | +30.1% | +12.1% |
| 3M | +17.0% | -20.0% | +37.0% | +24.6% |
| 6M | +24.1% | -27.2% | +51.3% | +40.3% |
| YTD | +35.7% | -33.9% | +69.6% | +62.2% |
| 1Y | +34.0% | -19.9% | +54.0% | +52.1% |
| All | +34.0% | -20.6% | +54.6% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling