+376.4%
CNI vs CPAY
+1,533.9%
-1,157.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | -3.5% | +0.6% | -4.1% | -3.8% |
| 3M | +2.2% | +17.0% | -14.8% | -2.9% |
| 6M | +15.1% | +24.1% | -9.0% | +6.7% |
| YTD | +24.7% | +35.7% | -11.1% | +11.5% |
| 1Y | +33.4% | +34.0% | -0.6% | +19.2% |
| 3Y | +19.5% | +50.3% | -30.8% | +0.3% |
| 5Y | +12.6% | +56.7% | -44.1% | -8.8% |
| 10Y | +134.7% | +153.9% | -19.3% | +56.9% |
| All | +376.4% | +1,533.9% | -1,157.5% | +80.2% |
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