+200.2%
NEM vs CPAY
+1,524.4%
-1,324.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +3.1% | -2.5% | +5.5% | +3.4% |
| 30D | +10.0% | +1.3% | +8.7% | +9.8% |
| 3M | +30.9% | +13.5% | +17.4% | +28.6% |
| 6M | +10.5% | +24.7% | -14.2% | +7.1% |
| YTD | +29.7% | +34.9% | -5.2% | +24.1% |
| 1Y | +71.1% | +29.7% | +41.4% | +64.2% |
| 3Y | +252.1% | +49.4% | +202.7% | +228.2% |
| 5Y | +157.7% | +53.5% | +104.2% | +136.2% |
| 10Y | +319.4% | +152.5% | +166.9% | +257.8% |
| All | +200.2% | +1,524.4% | -1,324.2% | +101.2% |
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