+79.9%
CPAY vs FGI
-69.1%
+148.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.3% |
| 7D | -2.5% | +14.7% | -17.2% | -2.7% |
| 30D | +1.3% | +67.0% | -65.7% | -0.5% |
| 3M | +13.5% | +31.0% | -17.5% | +11.7% |
| 6M | +24.7% | +126.8% | -102.1% | +20.7% |
| YTD | +34.9% | +35.6% | -0.7% | +31.6% |
| 1Y | +29.7% | +108.9% | -79.2% | +24.6% |
| 3Y | +49.4% | -0.3% | +49.6% | +45.6% |
| All | +79.9% | -69.1% | +148.9% | +78.8% |
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