-99.1%
NVD vs CPAY
+56.6%
-155.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.8% |
| 7D | +9.0% | -2.7% | +11.7% | +7.3% |
| 30D | -5.5% | +0.6% | -6.0% | -5.0% |
| 3M | -24.6% | +17.0% | -41.7% | -17.2% |
| 6M | -42.1% | +24.1% | -66.2% | -32.9% |
| YTD | -44.3% | +35.7% | -80.1% | -29.7% |
| 1Y | -54.2% | +34.0% | -88.2% | -43.7% |
| 3Y | -99.1% | +50.3% | -149.4% | -98.7% |
| All | -99.1% | +56.6% | -155.7% | -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 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