+278.1%
FDS vs CPAY
+1,528.2%
-1,250.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.6% |
| 7D | -5.4% | +0.6% | -5.9% | -5.5% |
| 30D | +1.6% | +3.6% | -2.0% | +0.4% |
| 3M | +17.7% | +16.6% | +1.1% | +12.1% |
| 6M | +29.1% | +29.5% | -0.4% | +18.4% |
| YTD | +1.0% | +35.3% | -34.3% | -9.5% |
| 1Y | -21.6% | +30.6% | -52.3% | -29.1% |
| 3Y | -30.1% | +49.7% | -79.8% | -41.0% |
| 5Y | -20.7% | +54.4% | -75.2% | -35.3% |
| 10Y | +78.3% | +142.8% | -64.5% | +20.2% |
| All | +278.1% | +1,528.2% | -1,250.1% | +38.1% |
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