+103.6%
CPAY vs FGI
-70.0%
+173.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +13.1% | -4.1% | +17.1% | +13.1% |
| 30D | +15.5% | -3.4% | +18.9% | +15.5% |
| 3M | +14.7% | +61.8% | -47.1% | +12.6% |
| 6M | +33.6% | +17.0% | +16.6% | +31.6% |
| YTD | +52.7% | +31.4% | +21.3% | +48.9% |
| 1Y | +63.5% | +42.7% | +20.9% | +59.0% |
| 3Y | +98.8% | -0.1% | +98.9% | +93.5% |
| All | +103.6% | -70.0% | +173.6% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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