-4.7%
BN vs CPAY
+59.0%
-63.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +5.4% |
| 7D | +12.0% | +5.7% | +6.2% | +10.7% |
| 30D | +17.0% | +4.2% | +12.8% | +16.0% |
| 3M | -3.2% | +5.6% | -8.8% | -4.3% |
| 6M | -3.9% | +34.7% | -38.5% | -9.3% |
| YTD | -5.6% | +39.1% | -44.7% | -11.6% |
| 1Y | -4.7% | +60.3% | -65.0% | -14.1% |
| All | -4.7% | +59.0% | -63.8% | -14.1% |
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