+629.5%
FICO vs CPAY
+155.3%
+474.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | -14.1% | -2.7% | -11.5% | -12.9% |
| 30D | -7.5% | +0.6% | -8.0% | -7.7% |
| 3M | -21.3% | +17.0% | -38.3% | -27.3% |
| 6M | -25.2% | +24.1% | -49.4% | -33.4% |
| YTD | -43.2% | +35.7% | -78.9% | -52.4% |
| 1Y | -37.2% | +34.0% | -71.2% | -47.2% |
| 3Y | +6.8% | +50.3% | -43.5% | -18.2% |
| 5Y | +112.8% | +56.7% | +56.2% | +54.8% |
| All | +629.5% | +155.3% | +474.2% | +321.7% |
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