+429.2%
FDX vs CPAY
+1,748.9%
-1,319.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.0% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | +11.3% | +17.6% | -6.3% | +4.6% |
| 3M | -4.1% | +8.7% | -12.8% | -7.3% |
| 6M | +9.6% | +39.5% | -29.9% | -3.9% |
| YTD | +40.9% | +53.6% | -12.7% | +17.1% |
| 1Y | +53.0% | +63.3% | -10.2% | +24.1% |
| 3Y | +74.1% | +101.7% | -27.6% | +28.5% |
| 5Y | +75.1% | +91.4% | -16.3% | +29.7% |
| 10Y | +156.9% | +221.7% | -64.7% | +52.0% |
| All | +429.2% | +1,748.9% | -1,319.7% | +75.8% |
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