+68.0%
CNH vs CPAY
+278.5%
-210.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | +23.3% | +2.1% | +21.2% | +22.2% |
| 30D | +33.5% | +5.5% | +27.9% | +30.2% |
| 3M | +32.7% | +16.6% | +16.1% | +23.1% |
| 6M | +22.2% | +26.7% | -4.5% | +7.9% |
| YTD | +57.7% | +38.4% | +19.3% | +32.0% |
| 1Y | +28.0% | +30.1% | -2.2% | +9.7% |
| 3Y | +11.5% | +52.6% | -41.1% | -14.3% |
| 5Y | +11.9% | +59.0% | -47.1% | -17.6% |
| 10Y | +162.8% | +148.4% | +14.4% | +60.3% |
| All | +68.0% | +278.5% | -210.6% | -3.0% |
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