+90.2%
NTR vs CPAY
+111.7%
-21.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | +16.8% | -0.4% | +17.1% | +16.8% |
| 3M | +20.7% | +16.4% | +4.4% | +14.6% |
| 6M | +0.5% | +23.5% | -23.0% | -7.2% |
| YTD | +29.2% | +35.7% | -6.5% | +13.7% |
| 1Y | +39.6% | +30.2% | +9.4% | +24.3% |
| 3Y | +37.9% | +49.7% | -11.8% | +10.4% |
| 5Y | +47.1% | +56.6% | -9.5% | +11.9% |
| All | +90.2% | +111.7% | -21.6% | +18.4% |
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 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