+163.4%
FE vs CPAY
+1,565.5%
-1,402.1%
-47.7%
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% | -0.4% |
| 7D | +1.9% | +2.1% | -0.1% | +1.6% |
| 30D | -1.2% | +5.5% | -6.7% | -2.1% |
| 3M | +3.5% | +16.6% | -13.1% | +0.7% |
| 6M | -6.1% | +26.7% | -32.7% | -10.2% |
| YTD | +7.6% | +38.4% | -30.8% | +0.8% |
| 1Y | +11.9% | +30.1% | -18.2% | +5.7% |
| 3Y | +48.4% | +52.6% | -4.2% | +33.5% |
| 5Y | +44.8% | +59.0% | -14.2% | +27.0% |
| 10Y | +115.9% | +148.4% | -32.5% | +74.8% |
| All | +163.4% | +1,565.5% | -1,402.1% | +71.5% |
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