-16.8%
FDS vs CPAY
+29.9%
-46.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -1.9% | +2.1% | -4.0% | -2.6% |
| 30D | +9.0% | +5.5% | +3.5% | +7.1% |
| 3M | +18.9% | +16.6% | +2.3% | +12.9% |
| 6M | +35.1% | +26.7% | +8.5% | +26.0% |
| YTD | +5.5% | +38.4% | -32.9% | -5.0% |
| 1Y | -16.8% | +30.1% | -47.0% | -17.0% |
| All | -16.8% | +29.9% | -46.7% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling