sotnklag 1dρ -0.22holdout -0.22stable 88%$/day $129krobust
CPAI Counterpoint Quantitative Equity ETF
- Last close
- 49.08
- 504-day return
- +48.10%
- Median $/day
- $764k
- Relationships shown
- 18
- Leader rank
- #52
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
CPAI vs VFMO
Both indexed to 100 at 2026-05-11.
Follows CPAI
These tend to repeat CPAI's moves later.
lag 1dρ +0.21holdout +0.20stable 88%$/day $290krobust
lag 1dρ +0.21holdout +0.22stable 88%$/day $601krobust
lag 1dρ +0.20holdout +0.22stable 88%$/day $1.1Mrobust
Moves with CPAI
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.83beyond mkt +0.40holdout +0.78stable 100%robust
ρ +0.83beyond mkt +0.38holdout +0.78stable 100%robust
ρ +0.76beyond mkt +0.35holdout +0.82stable 100%robust
ρ +0.81beyond mkt +0.26holdout +0.81stable 100%robust
ρ +0.34beyond mkt +0.10holdout +0.09stable 75%moderate
ρ +0.31beyond mkt +0.07holdout +0.27stable 75%robust
Moves against CPAI
ρ -0.60beyond mkt +0.08holdout -0.48stable 100%robust
ρ -0.51beyond mkt +0.04holdout -0.37stable 100%robust
ρ -0.55beyond mkt -0.01holdout -0.40stable 100%robust
ρ -0.64beyond mkt +0.00holdout -0.65stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.45holdout +0.22stable 75%moderate
horizon 10dρ +0.37holdout +0.22stable 75%robust
horizon 10dρ +0.37holdout +0.40stable 75%robust
horizon 10dρ +0.36holdout +0.29stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.71recent -0.21prior +0.50beyond mkt +0.01
Δ -0.60recent -0.15prior +0.45beyond mkt -0.04
Δ -0.57recent -0.08prior +0.49beyond mkt +0.06
Δ -0.55recent -0.22prior +0.33beyond mkt +0.02
Δ -0.50recent -0.08prior +0.42beyond mkt -0.02
Δ -0.50recent -0.18prior +0.32beyond mkt +0.03
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.