+47.7%
FE vs CPAY
+49.5%
-1.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.6% |
| 7D | +0.6% | +0.6% | +0.1% | +0.6% |
| 30D | -2.1% | +3.6% | -5.7% | -2.3% |
| 3M | +2.6% | +16.6% | -14.0% | +1.7% |
| 6M | -6.8% | +29.5% | -36.2% | -8.2% |
| YTD | +6.9% | +35.3% | -28.4% | +4.5% |
| 1Y | +11.6% | +30.6% | -19.1% | +9.4% |
| 3Y | +47.7% | +49.7% | -2.0% | +33.3% |
| All | +47.7% | +49.5% | -1.8% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling