+46.5%
NTR vs CPAY
+55.3%
-8.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.3% | -2.0% | +0.7% | -0.9% |
| 30D | +16.8% | -0.4% | +17.1% | +16.8% |
| 3M | +20.7% | +16.4% | +4.4% | +16.9% |
| 6M | +0.5% | +23.5% | -23.0% | -4.3% |
| YTD | +29.2% | +35.7% | -6.5% | +19.1% |
| 1Y | +39.6% | +30.2% | +9.4% | +29.7% |
| 3Y | +37.9% | +49.7% | -11.8% | +16.9% |
| All | +46.5% | +55.3% | -8.8% | +15.8% |
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