+149.2%
CPAY vs NWSA
+149.4%
-0.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -0.6% |
| 30D | -0.4% | +3.0% | -3.4% | -1.8% |
| 3M | +16.4% | +12.3% | +4.0% | +9.9% |
| 6M | +23.5% | +21.9% | +1.7% | +11.9% |
| YTD | +35.7% | +13.6% | +22.1% | +26.6% |
| 1Y | +30.2% | +0.5% | +29.7% | +28.4% |
| 3Y | +49.7% | +43.8% | +6.0% | +24.2% |
| 5Y | +56.6% | +41.2% | +15.4% | +27.9% |
| All | +149.2% | +149.4% | -0.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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