+80.3%
CPAY vs FGI
-69.8%
+150.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | +0.6% | +5.2% | -4.6% | +0.5% |
| 30D | +3.6% | +65.2% | -61.6% | +1.8% |
| 3M | +16.6% | +30.2% | -13.5% | +14.9% |
| 6M | +29.5% | +87.8% | -58.3% | +25.7% |
| YTD | +35.3% | +32.5% | +2.8% | +32.0% |
| 1Y | +30.6% | +93.6% | -63.0% | +25.7% |
| 3Y | +49.7% | -2.6% | +52.3% | +46.0% |
| All | +80.3% | -69.8% | +150.1% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling