+421.5%
NTRS vs CPAY
+1,532.9%
-1,111.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 6M | +35.5% | +23.5% | +12.0% | +21.5% |
| YTD | +40.6% | +35.7% | +4.9% | +19.3% |
| 1Y | +49.2% | +30.2% | +19.0% | +28.4% |
| 3Y | +167.2% | +49.7% | +117.5% | +110.3% |
| 5Y | +94.9% | +56.6% | +38.4% | +47.1% |
| 10Y | +259.5% | +153.8% | +105.7% | +116.1% |
| All | +421.5% | +1,532.9% | -1,111.4% | +58.1% |
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 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