-58.5%
FICO vs CPAY
+62.3%
-120.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | +2.2% | +1.6% | +0.7% | +1.5% |
| 30D | +0.1% | +17.6% | -17.5% | -6.7% |
| 3M | -35.2% | +8.7% | -43.9% | -37.6% |
| 6M | -32.4% | +39.5% | -71.9% | -40.0% |
| YTD | -57.4% | +53.6% | -111.0% | -63.8% |
| 1Y | -58.5% | +63.3% | -121.8% | -65.9% |
| All | -58.5% | +62.3% | -120.8% | -65.9% |
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