-36.4%
FICO vs CPAY
+30.8%
-67.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.6% | +5.4% |
| 7D | -10.6% | -2.5% | -8.1% | -9.7% |
| 30D | -6.3% | +1.3% | -7.6% | -6.7% |
| 3M | -19.7% | +13.5% | -33.2% | -23.3% |
| 6M | -31.8% | +24.7% | -56.5% | -36.8% |
| YTD | -41.8% | +34.9% | -76.8% | -48.1% |
| 1Y | -36.4% | +29.7% | -66.1% | -39.0% |
| All | -36.4% | +30.8% | -67.2% | -39.0% |
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