+324.2%
NSC vs CPAY
+155.2%
+169.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.8% | -2.0% | -0.8% | -2.1% |
| 30D | -4.5% | -0.4% | -4.2% | -4.5% |
| 3M | +3.5% | +16.4% | -12.8% | -2.8% |
| 6M | +8.5% | +23.5% | -15.0% | -1.5% |
| YTD | +12.3% | +35.7% | -23.3% | -3.0% |
| 1Y | +18.9% | +30.2% | -11.2% | +3.8% |
| 3Y | +74.1% | +49.7% | +24.4% | +39.8% |
| 5Y | +43.9% | +56.6% | -12.6% | +10.0% |
| All | +324.2% | +155.2% | +169.0% | +173.4% |
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