+650.3%
BN vs CPAY
+1,528.2%
-877.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -1.5% |
| 7D | -1.2% | +0.6% | -1.7% | -1.4% |
| 30D | -10.9% | +3.6% | -14.5% | -12.4% |
| 3M | -11.1% | +16.6% | -27.7% | -17.6% |
| 6M | -4.4% | +29.5% | -33.8% | -16.4% |
| YTD | -14.1% | +35.3% | -49.4% | -27.5% |
| 1Y | -11.1% | +30.6% | -41.7% | -24.0% |
| 3Y | +75.6% | +49.7% | +25.8% | +39.3% |
| 5Y | +35.8% | +54.4% | -18.6% | +4.6% |
| 10Y | +261.6% | +142.8% | +118.8% | +131.6% |
| All | +650.3% | +1,528.2% | -877.9% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling