+91.1%
FHN vs CPAY
+53.2%
+37.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.8% | -2.7% | +1.9% | +0.1% |
| 30D | -2.6% | +0.6% | -3.2% | -2.9% |
| 3M | +0.8% | +17.0% | -16.2% | -4.8% |
| 6M | +9.2% | +24.1% | -14.9% | +0.3% |
| YTD | +5.1% | +35.7% | -30.6% | -7.3% |
| 1Y | +12.2% | +34.0% | -21.8% | -0.9% |
| 3Y | +132.4% | +50.3% | +82.1% | +100.5% |
| 5Y | +91.1% | +56.7% | +34.4% | +60.6% |
| All | +91.1% | +53.2% | +37.9% | +60.6% |
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 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