+167.1%
NXT vs CPAY
+89.0%
+78.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.6% | -2.7% | +0.1% | -1.8% |
| 30D | -22.4% | +0.6% | -23.0% | -22.6% |
| 3M | -27.3% | +17.0% | -44.4% | -30.9% |
| 6M | -28.5% | +24.1% | -52.6% | -33.5% |
| YTD | -6.6% | +35.7% | -42.3% | -16.2% |
| 1Y | +20.4% | +34.0% | -13.7% | +8.3% |
| 3Y | +90.9% | +50.3% | +40.7% | +53.0% |
| All | +167.1% | +89.0% | +78.1% | +92.7% |
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