+2,490.2%
NVDL vs CPAY
+107.7%
+2,382.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -10.3% | -2.0% | -8.4% | -9.2% |
| 30D | -7.1% | -0.4% | -6.8% | -7.1% |
| 3M | +6.6% | +16.4% | -9.8% | -5.0% |
| 6M | +21.1% | +23.5% | -2.5% | +2.9% |
| YTD | +15.2% | +35.7% | -20.4% | -10.1% |
| 1Y | +18.8% | +30.2% | -11.4% | -6.0% |
| 3Y | +649.9% | +49.7% | +600.2% | +463.9% |
| All | +2,490.2% | +107.7% | +2,382.4% | +1,276.2% |
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