+106.8%
FAST vs CPAY
+56.4%
+50.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | -4.7% | +3.6% | -8.3% | -5.8% |
| 3M | +7.9% | +16.6% | -8.7% | +3.0% |
| 6M | +7.4% | +29.5% | -22.0% | -1.2% |
| YTD | +25.1% | +35.3% | -10.2% | +12.6% |
| 1Y | +4.7% | +30.6% | -25.9% | -5.0% |
| 3Y | +94.7% | +49.7% | +45.0% | +62.9% |
| 5Y | +106.8% | +54.4% | +52.3% | +60.9% |
| All | +106.8% | +56.4% | +50.4% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling