+99.0%
CPAY vs FGI
-1.9%
+100.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +13.5% | -7.0% | +20.5% | +13.6% |
| 30D | +13.1% | -4.2% | +17.3% | +13.1% |
| 3M | +14.3% | +55.6% | -41.3% | +12.8% |
| 6M | +49.0% | -3.2% | +52.2% | +47.4% |
| YTD | +51.3% | +29.1% | +22.1% | +48.7% |
| 1Y | +63.7% | +51.0% | +12.8% | +60.8% |
| All | +99.0% | -1.9% | +100.8% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling