+16.8%
NYT vs CPAY
+60.3%
-43.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | -3.9% | +5.7% | -9.6% | -4.7% |
| 30D | +4.3% | +4.2% | +0.1% | +3.6% |
| 3M | -11.7% | +5.6% | -17.3% | -12.6% |
| 6M | -14.4% | +34.7% | -49.1% | -17.6% |
| YTD | -3.0% | +39.1% | -42.1% | -8.0% |
| All | +16.8% | +60.3% | -43.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling