+463.5%
ROP vs CPAY
+1,528.2%
-1,064.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.1% |
| 7D | -5.4% | +0.6% | -6.0% | -5.6% |
| 30D | -1.6% | +3.6% | -5.2% | -2.8% |
| 3M | +18.8% | +16.6% | +2.2% | +12.9% |
| 6M | +8.2% | +29.5% | -21.3% | -1.5% |
| YTD | -10.5% | +35.3% | -45.7% | -20.2% |
| 1Y | -23.7% | +30.6% | -54.4% | -31.5% |
| 3Y | -17.9% | +49.7% | -67.6% | -31.4% |
| 5Y | -15.3% | +54.4% | -69.8% | -31.9% |
| 10Y | +133.4% | +142.8% | -9.4% | +53.2% |
| All | +463.5% | +1,528.2% | -1,064.7% | +88.4% |
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