+151.9%
FFIV vs CPAY
+48.3%
+103.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +3.5% | -2.5% | +5.9% | +4.3% |
| 30D | -1.3% | +1.3% | -2.6% | -1.9% |
| 3M | +2.4% | +13.5% | -11.1% | -2.6% |
| 6M | +41.8% | +24.7% | +17.1% | +29.8% |
| YTD | +58.5% | +34.9% | +23.6% | +40.0% |
| 1Y | +24.3% | +29.7% | -5.3% | +11.3% |
| All | +151.9% | +48.3% | +103.5% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling