+87.8%
NUE vs CPAY
+59.0%
+28.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.4% |
| 7D | -1.4% | +5.7% | -7.2% | -2.1% |
| 30D | +6.6% | +4.2% | +2.4% | +6.0% |
| 3M | -2.0% | +5.6% | -7.6% | -2.7% |
| 6M | +19.2% | +34.7% | -15.5% | +15.4% |
| YTD | +65.6% | +39.1% | +26.5% | +60.4% |
| 1Y | +87.8% | +60.3% | +27.6% | +81.0% |
| All | +87.8% | +59.0% | +28.8% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling