+575.6%
NUE vs CPAY
+155.2%
+420.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.6% | -2.0% | +1.3% | +0.3% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | -0.3% | +16.4% | -16.7% | -7.5% |
| 6M | +51.9% | +23.5% | +28.4% | +35.8% |
| YTD | +60.0% | +35.7% | +24.3% | +34.6% |
| 1Y | +82.9% | +30.2% | +52.7% | +56.3% |
| 3Y | +66.0% | +49.7% | +16.3% | +29.2% |
| 5Y | +149.0% | +56.6% | +92.4% | +85.8% |
| All | +575.6% | +155.2% | +420.5% | +296.8% |
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