-58.4%
FICO vs CPAY
+66.2%
-124.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.9% | +13.1% | -12.2% | -4.6% |
| 30D | +9.4% | +15.5% | -6.1% | +2.7% |
| 3M | -30.4% | +14.7% | -45.1% | -34.3% |
| 6M | -35.1% | +33.6% | -68.7% | -41.9% |
| YTD | -56.8% | +52.7% | -109.5% | -63.4% |
| 1Y | -58.4% | +63.5% | -121.9% | -66.3% |
| All | -58.4% | +66.2% | -124.6% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling