+53.5%
CPAY vs COO
-44.2%
+97.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +2.6% |
| 7D | -2.5% | -9.0% | +6.5% | +1.6% |
| 30D | +1.3% | -16.8% | +18.1% | +9.9% |
| 3M | +13.5% | -7.5% | +21.0% | +17.1% |
| 6M | +24.7% | -16.3% | +41.0% | +34.3% |
| YTD | +34.9% | -22.5% | +57.5% | +51.0% |
| 1Y | +29.7% | -7.0% | +36.7% | +32.9% |
| 3Y | +49.4% | -27.5% | +76.8% | +63.7% |
| 5Y | +53.5% | -43.3% | +96.8% | +82.1% |
| All | +53.5% | -44.2% | +97.6% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling