-30.2%
NVD vs CPAY
+59.0%
-89.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +6.7% |
| 7D | +15.0% | +5.7% | +9.2% | +15.6% |
| 30D | +39.3% | +4.2% | +35.1% | +39.8% |
| 3M | +3.1% | +5.6% | -2.4% | +3.7% |
| 6M | -19.0% | +34.7% | -53.7% | -13.9% |
| YTD | -35.5% | +39.1% | -74.6% | -34.0% |
| 1Y | -30.2% | +60.3% | -90.5% | -33.6% |
| All | -30.2% | +59.0% | -89.2% | -33.6% |
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