+3,823.0%
FICO vs CPAY
+1,565.5%
+2,257.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.3% |
| 7D | -19.2% | +2.1% | -21.3% | -19.9% |
| 30D | -14.6% | +5.5% | -20.1% | -16.7% |
| 3M | -20.1% | +16.6% | -36.7% | -25.7% |
| 6M | -36.3% | +26.7% | -63.0% | -43.5% |
| YTD | -44.9% | +38.4% | -83.2% | -53.6% |
| 1Y | -38.6% | +30.1% | -68.8% | -47.0% |
| 3Y | +4.0% | +52.6% | -48.6% | -19.1% |
| 5Y | +99.5% | +59.0% | +40.6% | +49.0% |
| 10Y | +604.7% | +148.4% | +456.3% | +319.7% |
| All | +3,823.0% | +1,565.5% | +2,257.5% | +908.8% |
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