+181.9%
FANG vs CPAY
+155.2%
+26.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -2.0% | +4.8% | +4.0% |
| 30D | +2.6% | -0.4% | +3.0% | +2.6% |
| 3M | +7.6% | +16.4% | -8.8% | -2.3% |
| 6M | +17.3% | +23.5% | -6.2% | +0.8% |
| YTD | +38.7% | +35.7% | +3.0% | +9.8% |
| 1Y | +51.6% | +30.2% | +21.5% | +22.0% |
| 3Y | +50.0% | +49.7% | +0.2% | +4.4% |
| 5Y | +237.6% | +56.6% | +181.0% | +118.7% |
| All | +181.9% | +155.2% | +26.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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