+363.4%
CPAY vs NWSA
+120.6%
+242.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -2.7% | -4.8% | +2.1% | -0.4% |
| 30D | +0.6% | +3.0% | -2.4% | -0.8% |
| 3M | +17.0% | +9.3% | +7.7% | +12.0% |
| 6M | +24.1% | +23.2% | +0.9% | +12.0% |
| YTD | +35.7% | +13.3% | +22.4% | +26.9% |
| 1Y | +34.0% | +2.9% | +31.1% | +30.7% |
| 3Y | +50.3% | +43.3% | +6.9% | +24.9% |
| 5Y | +56.7% | +40.9% | +15.8% | +28.4% |
| 10Y | +153.9% | +148.1% | +5.8% | +46.4% |
| All | +363.4% | +120.6% | +242.8% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling