+62.9%
FDX vs CPAY
+54.3%
+8.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -2.3% | -2.5% | +0.2% | -1.3% |
| 30D | -4.9% | +1.3% | -6.2% | -5.4% |
| 3M | -6.5% | +13.5% | -19.9% | -11.4% |
| 6M | +6.7% | +24.7% | -18.1% | -3.7% |
| YTD | +33.9% | +34.9% | -1.1% | +15.1% |
| 1Y | +72.2% | +29.7% | +42.5% | +50.0% |
| 3Y | +60.2% | +49.4% | +10.9% | +27.8% |
| 5Y | +62.9% | +53.5% | +9.5% | +17.6% |
| All | +62.9% | +54.3% | +8.6% | +17.6% |
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