+110.5%
FE vs CPAY
+155.3%
-44.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -1.7% | -2.7% | +1.0% | -1.2% |
| 30D | -1.3% | +0.6% | -1.8% | -1.4% |
| 3M | +0.6% | +17.0% | -16.4% | -2.6% |
| 6M | -6.8% | +24.1% | -31.0% | -11.2% |
| YTD | +6.4% | +35.7% | -29.3% | -1.1% |
| 1Y | +11.3% | +34.0% | -22.8% | +3.3% |
| 3Y | +47.1% | +50.3% | -3.2% | +29.5% |
| 5Y | +50.4% | +56.7% | -6.2% | +28.2% |
| All | +110.5% | +155.3% | -44.8% | +61.1% |
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 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