+199.5%
FFIV vs CPAY
+1,565.5%
-1,366.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | +2.1% | -3.0% | -1.8% |
| 30D | -5.1% | +5.5% | -10.6% | -7.1% |
| 3M | -4.5% | +16.6% | -21.0% | -10.3% |
| 6M | +36.5% | +26.7% | +9.8% | +23.4% |
| YTD | +53.0% | +38.4% | +14.6% | +32.9% |
| 1Y | +24.2% | +30.1% | -5.9% | +10.2% |
| 3Y | +137.2% | +52.6% | +84.6% | +94.1% |
| 5Y | +91.8% | +59.0% | +32.8% | +51.2% |
| 10Y | +215.2% | +148.4% | +66.8% | +97.0% |
| All | +199.5% | +1,565.5% | -1,366.0% | -15.1% |
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 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