+154.0%
CNH vs CPAY
+155.2%
-1.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.7% | -2.0% | -3.7% | -4.8% |
| 30D | +26.6% | -0.4% | +26.9% | +26.8% |
| 3M | +31.1% | +16.4% | +14.7% | +21.4% |
| 6M | +24.9% | +23.5% | +1.4% | +11.2% |
| YTD | +48.7% | +35.7% | +13.1% | +24.7% |
| 1Y | +22.2% | +30.2% | -8.0% | +4.0% |
| 3Y | +7.4% | +49.7% | -42.3% | -18.0% |
| 5Y | +10.8% | +56.6% | -45.7% | -19.3% |
| All | +154.0% | +155.2% | -1.2% | +55.7% |
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