+251.8%
FHN vs CPAY
+1,565.5%
-1,313.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +1.2% | +2.1% | -0.9% | +0.2% |
| 30D | -4.7% | +5.5% | -10.2% | -7.2% |
| 3M | +3.5% | +16.6% | -13.0% | -4.3% |
| 6M | +7.8% | +26.7% | -18.8% | -5.1% |
| YTD | +5.9% | +38.4% | -32.5% | -11.8% |
| 1Y | +12.5% | +30.1% | -17.7% | -3.9% |
| 3Y | +117.2% | +52.6% | +64.6% | +69.6% |
| 5Y | +86.5% | +59.0% | +27.6% | +35.5% |
| 10Y | +125.7% | +148.4% | -22.7% | +34.8% |
| All | +251.8% | +1,565.5% | -1,313.7% | -4.4% |
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