+3.7%
FICO vs CPAY
+49.5%
-45.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | -15.4% | +0.6% | -16.0% | -15.6% |
| 30D | -10.4% | +3.6% | -14.0% | -11.6% |
| 3M | -22.7% | +16.6% | -39.3% | -27.3% |
| 6M | -36.8% | +29.5% | -66.2% | -43.1% |
| YTD | -44.8% | +35.3% | -80.1% | -51.7% |
| 1Y | -39.3% | +30.6% | -70.0% | -46.3% |
| 3Y | +3.7% | +49.7% | -46.0% | -7.1% |
| All | +3.7% | +49.5% | -45.7% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling