+255.5%
NTRS vs CPAY
+155.2%
+100.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.4% | -2.0% | +3.3% | +2.3% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | +11.3% | +16.4% | -5.0% | +3.1% |
| 6M | +35.5% | +23.5% | +12.0% | +20.8% |
| YTD | +40.6% | +35.7% | +4.9% | +18.2% |
| 1Y | +49.2% | +30.2% | +19.0% | +27.3% |
| 3Y | +167.2% | +49.7% | +117.5% | +106.5% |
| 5Y | +94.9% | +56.6% | +38.4% | +43.4% |
| All | +255.5% | +155.2% | +100.3% | +125.1% |
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 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