+787.4%
NUE vs CPAY
+1,533.9%
-746.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -2.7% | -2.7% | 0.0% | -1.5% |
| 30D | -6.1% | +0.6% | -6.6% | -6.4% |
| 3M | +2.2% | +17.0% | -14.8% | -5.1% |
| 6M | +50.8% | +24.1% | +26.6% | +35.2% |
| YTD | +57.5% | +35.7% | +21.8% | +33.6% |
| 1Y | +82.5% | +34.0% | +48.5% | +54.9% |
| 3Y | +61.7% | +50.3% | +11.4% | +27.6% |
| 5Y | +145.1% | +56.7% | +88.5% | +86.8% |
| 10Y | +577.8% | +153.9% | +423.9% | +307.5% |
| All | +787.4% | +1,533.9% | -746.4% | +153.2% |
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