-33.2%
VRSK vs CPAY
+33.9%
-67.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -2.0% | -3.2% | -4.8% |
| 30D | -2.3% | -0.4% | -2.0% | -2.2% |
| 3M | -2.9% | +16.4% | -19.3% | -4.9% |
| 6M | -12.8% | +23.5% | -36.3% | -15.0% |
| YTD | -20.8% | +35.7% | -56.5% | -24.6% |
| 1Y | -33.2% | +30.2% | -63.4% | -35.0% |
| All | -33.2% | +33.9% | -67.1% | -35.0% |
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