+177.4%
OMC vs CPAY
+1,524.4%
-1,346.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -4.2% | -2.5% | -1.8% | -3.3% |
| 30D | -7.5% | +1.3% | -8.8% | -8.0% |
| 3M | +4.6% | +13.5% | -8.8% | -0.3% |
| 6M | -4.8% | +24.7% | -29.6% | -13.0% |
| YTD | -1.0% | +34.9% | -36.0% | -12.8% |
| 1Y | +3.8% | +29.7% | -25.8% | -7.5% |
| 3Y | +10.2% | +49.4% | -39.2% | -9.1% |
| 5Y | +29.7% | +53.5% | -23.8% | +4.0% |
| 10Y | +32.3% | +152.5% | -120.2% | -11.9% |
| All | +177.4% | +1,524.4% | -1,346.9% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling