+291.1%
NSC vs CPAY
+215.6%
+75.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | +1.6% | +2.0% | -0.4% | +0.8% |
| 30D | +4.2% | +14.3% | -10.1% | -1.4% |
| 3M | -0.2% | +11.3% | -11.5% | -4.8% |
| 6M | +7.6% | +34.8% | -27.2% | -5.4% |
| YTD | +17.4% | +51.5% | -34.2% | -3.6% |
| 1Y | +18.3% | +59.0% | -40.8% | -5.1% |
| 3Y | +79.8% | +97.2% | -17.4% | +27.5% |
| 5Y | +34.3% | +88.8% | -54.5% | -5.6% |
| All | +291.1% | +215.6% | +75.6% | +137.4% |
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