+424.5%
FDX vs CPAY
+1,565.5%
-1,141.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.5% | +2.1% | -4.6% | -3.3% |
| 30D | +3.8% | +5.5% | -1.7% | +1.7% |
| 3M | -1.3% | +16.6% | -17.9% | -7.2% |
| 6M | +5.0% | +26.7% | -21.6% | -5.0% |
| YTD | +39.6% | +38.4% | +1.3% | +20.9% |
| 1Y | +81.1% | +30.1% | +51.0% | +59.9% |
| 3Y | +63.0% | +52.6% | +10.4% | +33.7% |
| 5Y | +65.6% | +59.0% | +6.6% | +31.1% |
| 10Y | +183.4% | +148.4% | +35.0% | +83.2% |
| All | +424.5% | +1,565.5% | -1,141.0% | +81.5% |
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