-99.1%
NVD vs CPAY
+56.5%
-155.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.2% |
| 7D | +10.8% | -2.0% | +12.8% | +9.5% |
| 30D | +0.8% | -0.4% | +1.1% | +0.6% |
| 3M | -20.8% | +16.4% | -37.2% | -13.4% |
| 6M | -41.2% | +23.5% | -64.7% | -32.1% |
| YTD | -44.2% | +35.7% | -79.8% | -29.5% |
| 1Y | -54.2% | +30.2% | -84.3% | -45.2% |
| 3Y | -99.1% | +49.7% | -148.9% | -98.7% |
| All | -99.1% | +56.5% | -155.6% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling