+33.5%
BN vs CPAY
+53.2%
-19.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -5.9% | -2.7% | -3.2% | -4.5% |
| 30D | -15.1% | +0.6% | -15.6% | -15.4% |
| 3M | -14.6% | +17.0% | -31.6% | -22.0% |
| 6M | -8.4% | +24.1% | -32.6% | -19.8% |
| YTD | -16.8% | +35.7% | -52.5% | -32.2% |
| 1Y | -14.4% | +34.0% | -48.4% | -30.1% |
| 3Y | +70.1% | +50.3% | +19.8% | +25.5% |
| 5Y | +33.5% | +56.7% | -23.1% | -11.6% |
| All | +33.5% | +53.2% | -19.6% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling