+10.2%
CNH vs CPAY
+53.2%
-43.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | -2.5% | -2.7% | +0.2% | -1.3% |
| 30D | +27.0% | +0.6% | +26.4% | +26.8% |
| 3M | +32.6% | +17.0% | +15.6% | +23.5% |
| 6M | +23.6% | +24.1% | -0.5% | +11.1% |
| YTD | +47.8% | +35.7% | +12.1% | +25.8% |
| 1Y | +21.3% | +34.0% | -12.7% | +3.3% |
| 3Y | +7.0% | +50.3% | -43.3% | -17.8% |
| 5Y | +10.2% | +56.7% | -46.5% | -21.0% |
| All | +10.2% | +53.2% | -43.0% | -21.0% |
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 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