+62.3%
FDS vs CPAY
+155.2%
-92.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -14.0% | -2.0% | -12.0% | -13.4% |
| 30D | -6.2% | -0.4% | -5.9% | -6.1% |
| 3M | +10.2% | +16.4% | -6.2% | +5.0% |
| 6M | +27.4% | +23.5% | +3.9% | +18.7% |
| YTD | -9.3% | +35.7% | -44.9% | -18.9% |
| 1Y | -28.6% | +30.2% | -58.8% | -35.4% |
| 3Y | -36.8% | +49.7% | -86.5% | -46.8% |
| 5Y | -28.6% | +56.6% | -85.2% | -42.3% |
| All | +62.3% | +155.2% | -92.9% | +10.3% |
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