+99.1%
FFIV vs CPAY
+54.3%
+44.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +3.5% | -2.5% | +5.9% | +4.5% |
| 30D | -1.3% | +1.3% | -2.6% | -2.0% |
| 3M | +2.4% | +13.5% | -11.1% | -3.3% |
| 6M | +41.8% | +24.7% | +17.1% | +28.1% |
| YTD | +58.5% | +34.9% | +23.6% | +37.4% |
| 1Y | +24.3% | +29.7% | -5.3% | +9.3% |
| 3Y | +152.0% | +49.4% | +102.6% | +102.6% |
| 5Y | +99.1% | +53.5% | +45.6% | +44.9% |
| All | +99.1% | +54.3% | +44.8% | +44.9% |
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