+699.1%
NYT vs CPAY
+1,532.9%
-833.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -2.0% | +1.4% | 0.0% |
| 30D | +4.6% | -0.4% | +4.9% | +4.6% |
| 3M | -9.6% | +16.4% | -25.9% | -14.0% |
| 6M | -14.0% | +23.5% | -37.5% | -20.3% |
| YTD | -2.8% | +35.7% | -38.5% | -13.4% |
| 1Y | +15.6% | +30.2% | -14.6% | +4.0% |
| 3Y | +56.3% | +49.7% | +6.6% | +29.7% |
| 5Y | +39.5% | +56.6% | -17.0% | +11.8% |
| 10Y | +488.0% | +153.8% | +334.2% | +265.2% |
| All | +699.1% | +1,532.9% | -833.8% | +92.6% |
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