+67.7%
FERG vs CPAY
+55.3%
+12.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -2.0% | -0.6% | -1.9% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -2.0% | +16.4% | -18.4% | -7.8% |
| 6M | -3.2% | +23.5% | -26.7% | -11.5% |
| YTD | +1.5% | +35.7% | -34.2% | -11.7% |
| 1Y | +0.5% | +30.2% | -29.7% | -11.4% |
| 3Y | +50.4% | +49.7% | +0.7% | +20.6% |
| All | +67.7% | +55.3% | +12.4% | +21.0% |
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