+193.5%
NRG vs CPAY
+55.3%
+138.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -2.0% | -2.7% | -4.1% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -8.0% | +16.4% | -24.3% | -13.3% |
| 6M | -23.2% | +23.5% | -46.7% | -29.8% |
| YTD | -28.1% | +35.7% | -63.7% | -37.4% |
| 1Y | -27.3% | +30.2% | -57.4% | -36.0% |
| 3Y | +208.7% | +49.7% | +158.9% | +156.2% |
| All | +193.5% | +55.3% | +138.2% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling