-2.3%
FERG vs CPAY
+29.9%
-32.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | +2.1% | -2.1% | -0.3% |
| 30D | -10.2% | +5.5% | -15.7% | -10.9% |
| 3M | -0.6% | +16.6% | -17.2% | -2.8% |
| 6M | -6.5% | +26.7% | -33.2% | -9.7% |
| YTD | +4.2% | +38.4% | -34.2% | -1.3% |
| 1Y | -2.3% | +30.1% | -32.4% | -3.9% |
| All | -2.3% | +29.9% | -32.2% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling