+235.5%
FFIV vs CPAY
+155.3%
+80.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +1.6% | -2.7% | +4.3% | +2.6% |
| 30D | -3.7% | +0.6% | -4.3% | -4.1% |
| 3M | +2.0% | +17.0% | -15.1% | -4.4% |
| 6M | +39.3% | +24.1% | +15.1% | +27.1% |
| YTD | +56.1% | +35.7% | +20.4% | +36.8% |
| 1Y | +22.0% | +34.0% | -12.0% | +7.1% |
| 3Y | +148.2% | +50.3% | +97.9% | +104.7% |
| 5Y | +96.3% | +56.7% | +39.7% | +55.6% |
| All | +235.5% | +155.3% | +80.2% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling