-30.6%
VRSK vs CPAY
+29.9%
-60.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -3.1% | +2.1% | -5.2% | -3.4% |
| 30D | -1.6% | +5.5% | -7.1% | -2.4% |
| 3M | +3.5% | +16.6% | -13.1% | +1.1% |
| 6M | -13.4% | +26.7% | -40.0% | -15.9% |
| YTD | -16.5% | +38.4% | -54.9% | -20.8% |
| 1Y | -30.6% | +30.1% | -60.7% | -31.8% |
| All | -30.6% | +29.9% | -60.5% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling