+36.6%
FFIV vs CPAY
+59.0%
-22.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -9.8% | +5.7% | -15.5% | -10.8% |
| 30D | -28.1% | +4.2% | -32.3% | -28.7% |
| 3M | -20.0% | +5.6% | -25.6% | -21.0% |
| 6M | -0.1% | +34.7% | -34.7% | -7.4% |
| YTD | +29.2% | +39.1% | -9.9% | +20.6% |
| 1Y | +36.6% | +60.3% | -23.7% | +22.1% |
| All | +36.6% | +59.0% | -22.4% | +22.1% |
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