+2,945.6%
FICO vs CPAY
+1,731.9%
+1,213.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | -0.1% | +11.9% | -12.0% | -5.5% |
| 30D | +8.4% | +15.1% | -6.7% | +1.4% |
| 3M | -30.5% | +16.5% | -47.1% | -35.2% |
| 6M | -35.7% | +33.1% | -68.9% | -43.7% |
| YTD | -57.2% | +52.2% | -109.4% | -65.5% |
| 1Y | -58.4% | +65.6% | -124.0% | -67.9% |
| 3Y | -24.8% | +100.2% | -125.0% | -48.6% |
| 5Y | +79.3% | +87.6% | -8.4% | +24.2% |
| 10Y | +531.6% | +205.3% | +326.4% | +246.2% |
| All | +2,945.6% | +1,731.9% | +1,213.8% | +649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling