+45.4%
NU vs CPAY
+84.0%
-38.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -4.2% | -2.7% | -1.5% | -2.9% |
| 30D | +10.0% | +0.6% | +9.5% | +9.6% |
| 3M | +29.3% | +17.0% | +12.2% | +18.2% |
| 6M | +0.9% | +24.1% | -23.2% | -11.4% |
| YTD | -10.3% | +35.7% | -46.0% | -26.5% |
| 1Y | -3.2% | +34.0% | -37.2% | -20.9% |
| 3Y | +120.6% | +50.3% | +70.3% | +56.3% |
| All | +45.4% | +84.0% | -38.6% | -15.9% |
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