+132.5%
CNP vs CPAY
+155.3%
-22.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.2% | -2.7% | +0.5% | -1.4% |
| 30D | -2.1% | +0.6% | -2.6% | -2.3% |
| 3M | -7.9% | +17.0% | -25.0% | -12.2% |
| 6M | -8.3% | +24.1% | -32.4% | -14.6% |
| YTD | +3.8% | +35.7% | -32.0% | -6.9% |
| 1Y | +5.9% | +34.0% | -28.1% | -5.1% |
| 3Y | +49.3% | +50.3% | -1.0% | +23.7% |
| 5Y | +69.3% | +56.7% | +12.6% | +34.1% |
| All | +132.5% | +155.3% | -22.8% | +60.3% |
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