+460.5%
NVO vs CPAY
+1,532.9%
-1,072.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -7.6% | -2.0% | -5.6% | -7.2% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -0.8% | +16.4% | -17.1% | -3.9% |
| 6M | +16.5% | +23.5% | -7.1% | +11.2% |
| YTD | -11.1% | +35.7% | -46.8% | -16.9% |
| 1Y | -16.7% | +30.2% | -46.9% | -21.6% |
| 3Y | -52.9% | +49.7% | -102.6% | -57.3% |
| 5Y | -3.0% | +56.6% | -59.5% | -14.1% |
| 10Y | +147.1% | +153.8% | -6.7% | +92.9% |
| All | +460.5% | +1,532.9% | -1,072.4% | +185.2% |
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