+336.8%
CNP vs CPAY
+1,565.5%
-1,228.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.1% | +2.1% | -1.0% | +0.6% |
| 30D | -1.8% | +5.5% | -7.4% | -3.2% |
| 3M | -4.6% | +16.6% | -21.2% | -8.6% |
| 6M | -8.8% | +26.7% | -35.5% | -15.0% |
| YTD | +5.2% | +38.4% | -33.1% | -5.0% |
| 1Y | +8.3% | +30.1% | -21.8% | -1.0% |
| 3Y | +54.9% | +52.6% | +2.3% | +31.2% |
| 5Y | +73.5% | +59.0% | +14.5% | +41.6% |
| 10Y | +139.1% | +148.4% | -9.3% | +72.2% |
| All | +336.8% | +1,565.5% | -1,228.7% | +117.7% |
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 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