-7.5%
NOC vs CPAY
+59.0%
-66.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.7% |
| 7D | -5.0% | +5.7% | -10.7% | -5.4% |
| 30D | +10.3% | +4.2% | +6.1% | +10.0% |
| 3M | -4.3% | +5.6% | -9.9% | -4.8% |
| 6M | -6.5% | +34.7% | -41.2% | -8.7% |
| YTD | -6.7% | +39.1% | -45.8% | -9.7% |
| 1Y | -7.5% | +60.3% | -67.8% | -11.6% |
| All | -7.5% | +59.0% | -66.5% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling