+46.2%
FE vs CPAY
+56.4%
-10.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.4% |
| 7D | +0.6% | +0.6% | +0.1% | +0.6% |
| 30D | -2.1% | +3.6% | -5.7% | -2.6% |
| 3M | +2.6% | +16.6% | -14.0% | +0.7% |
| 6M | -6.8% | +29.5% | -36.2% | -9.9% |
| YTD | +6.9% | +35.3% | -28.4% | +2.1% |
| 1Y | +11.6% | +30.6% | -19.1% | +7.0% |
| 3Y | +47.7% | +49.7% | -2.0% | +34.5% |
| 5Y | +46.2% | +54.4% | -8.2% | +26.0% |
| All | +46.2% | +56.4% | -10.2% | +26.0% |
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