+258.5%
BN vs CPAY
+155.2%
+103.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -5.2% | -2.0% | -3.2% | -4.2% |
| 30D | -14.5% | -0.4% | -14.1% | -14.4% |
| 3M | -15.0% | +16.4% | -31.3% | -21.9% |
| 6M | -5.4% | +23.5% | -28.9% | -16.7% |
| YTD | -16.4% | +35.7% | -52.1% | -31.3% |
| 1Y | -16.2% | +30.2% | -46.4% | -29.9% |
| 3Y | +67.5% | +49.7% | +17.8% | +27.5% |
| 5Y | +34.1% | +56.6% | -22.4% | -2.5% |
| All | +258.5% | +155.2% | +103.3% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling