+1,000.5%
FERG vs CPAY
+1,524.4%
-523.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | +0.9% | -2.5% | +3.4% | +1.3% |
| 30D | -15.1% | +1.3% | -16.4% | -15.3% |
| 3M | -4.8% | +13.5% | -18.3% | -6.8% |
| 6M | -2.5% | +24.7% | -27.2% | -6.1% |
| YTD | +1.8% | +34.9% | -33.1% | -3.4% |
| 1Y | -0.3% | +29.7% | -30.0% | -5.0% |
| 3Y | +52.9% | +49.4% | +3.5% | +42.6% |
| 5Y | +69.3% | +53.5% | +15.8% | +54.7% |
| 10Y | +352.7% | +152.5% | +200.2% | +301.9% |
| All | +1,000.5% | +1,524.4% | -523.8% | +757.7% |
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