+194.3%
NOK vs CPAY
+49.1%
+145.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -2.0% | +12.9% | +11.4% |
| 30D | +7.8% | -0.4% | +8.2% | +7.8% |
| 3M | -21.0% | +16.4% | -37.4% | -23.9% |
| 6M | +40.9% | +23.5% | +17.4% | +33.0% |
| YTD | +72.0% | +35.7% | +36.4% | +57.5% |
| 1Y | +140.9% | +30.2% | +110.7% | +122.6% |
| 3Y | +194.3% | +49.7% | +144.5% | +152.6% |
| All | +194.3% | +49.1% | +145.2% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling