+1,440.5%
FANG vs CPAY
+804.7%
+635.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 6M | +17.3% | +23.5% | -6.2% | +0.9% |
| YTD | +38.7% | +35.7% | +3.0% | +10.2% |
| 1Y | +51.6% | +30.2% | +21.5% | +22.3% |
| 3Y | +50.0% | +49.7% | +0.2% | +5.7% |
| 5Y | +237.6% | +56.6% | +181.0% | +122.5% |
| 10Y | +180.7% | +153.8% | +26.9% | +51.1% |
| All | +1,440.5% | +804.7% | +635.8% | +513.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling