+140.2%
NI vs CPAY
+155.2%
-15.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.5% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | -10.6% | +16.4% | -26.9% | -13.8% |
| 6M | -9.3% | +23.5% | -32.8% | -14.3% |
| YTD | +1.1% | +35.7% | -34.5% | -7.2% |
| 1Y | +3.4% | +30.2% | -26.8% | -4.5% |
| 3Y | +67.9% | +49.7% | +18.2% | +46.5% |
| 5Y | +98.0% | +56.6% | +41.4% | +66.7% |
| All | +140.2% | +155.2% | -15.0% | +81.6% |
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