+545.7%
FICO vs CPAY
+203.9%
+341.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.9% | +13.1% | -12.2% | -5.6% |
| 30D | +9.4% | +15.5% | -6.1% | +1.6% |
| 3M | -30.4% | +14.7% | -45.1% | -35.0% |
| 6M | -35.1% | +33.6% | -68.7% | -43.9% |
| YTD | -56.8% | +52.7% | -109.5% | -65.9% |
| 1Y | -58.4% | +63.5% | -121.9% | -68.4% |
| 3Y | -26.7% | +98.8% | -125.5% | -51.8% |
| 5Y | +88.0% | +88.6% | -0.5% | +24.0% |
| 10Y | +545.7% | +213.8% | +332.0% | +241.8% |
| All | +545.7% | +203.9% | +341.8% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling