+73.5%
NOK vs CPAY
+1,533.9%
-1,460.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +8.7% | -2.7% | +11.4% | +9.6% |
| 30D | +12.5% | +0.6% | +11.9% | +12.1% |
| 3M | -20.7% | +17.0% | -37.8% | -25.3% |
| 6M | +36.2% | +24.1% | +12.0% | +25.0% |
| YTD | +64.1% | +35.7% | +28.4% | +45.0% |
| 1Y | +132.4% | +34.0% | +98.4% | +105.4% |
| 3Y | +182.9% | +50.3% | +132.6% | +133.7% |
| 5Y | +102.8% | +56.7% | +46.1% | +61.9% |
| 10Y | +126.8% | +153.9% | -27.1% | +38.1% |
| All | +73.5% | +1,533.9% | -1,460.4% | -55.3% |
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