+104.7%
CPAY vs FGI
-74.8%
+179.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.5% | +1.8% |
| 7D | +1.6% | -14.4% | +16.0% | +1.7% |
| 30D | +17.6% | -11.8% | +29.4% | +17.7% |
| 3M | +8.7% | -46.2% | +54.9% | +9.6% |
| 6M | +39.5% | +5.2% | +34.4% | +37.5% |
| YTD | +53.6% | +10.5% | +43.1% | +50.0% |
| 1Y | +63.3% | +25.5% | +37.8% | +59.0% |
| 3Y | +101.7% | -16.0% | +117.7% | +96.7% |
| All | +104.7% | -74.8% | +179.5% | +103.8% |
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