+180.5%
NXT vs CPAY
+88.4%
+92.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -17.2% | +3.6% | -20.8% | -18.2% |
| 3M | -32.0% | +16.6% | -48.6% | -35.3% |
| 6M | -15.8% | +29.5% | -45.2% | -22.8% |
| YTD | -1.9% | +35.3% | -37.2% | -11.8% |
| 1Y | +22.5% | +30.6% | -8.1% | +11.2% |
| 3Y | +100.5% | +49.7% | +50.8% | +60.8% |
| All | +180.5% | +88.4% | +92.2% | +102.6% |
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