+164.3%
FE vs CPAY
+1,738.6%
-1,574.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.5% | +13.1% | -13.6% | -2.5% |
| 30D | +4.3% | +15.5% | -11.2% | +1.8% |
| 3M | +0.4% | +14.7% | -14.3% | -2.0% |
| 6M | +6.9% | +33.6% | -26.7% | +1.6% |
| YTD | +8.0% | +52.7% | -44.7% | -0.5% |
| 1Y | +4.8% | +63.5% | -58.7% | -4.7% |
| 3Y | +49.0% | +98.8% | -49.8% | +27.6% |
| 5Y | +46.2% | +88.6% | -42.3% | +24.5% |
| 10Y | +120.9% | +213.8% | -92.9% | +73.5% |
| All | +164.3% | +1,738.6% | -1,574.2% | +69.2% |
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