+629.3%
ON vs CPAY
+155.2%
+474.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.4% | -2.0% | +4.3% | +3.7% |
| 30D | -8.6% | -0.4% | -8.3% | -8.7% |
| 3M | -34.3% | +16.4% | -50.7% | -41.6% |
| 6M | +28.5% | +23.5% | +5.0% | +8.1% |
| YTD | +40.6% | +35.7% | +5.0% | +8.8% |
| 1Y | +55.3% | +30.2% | +25.2% | +22.6% |
| 3Y | -22.2% | +49.7% | -71.9% | -45.6% |
| 5Y | +62.4% | +56.6% | +5.8% | +8.7% |
| All | +629.3% | +155.2% | +474.1% | +275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling