-51.7%
FIG vs CPAY
+59.0%
-110.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.3% | +3.2% |
| 7D | -4.7% | +5.7% | -10.4% | -8.2% |
| 30D | +0.5% | +4.2% | -3.7% | -2.0% |
| 3M | -18.4% | +5.6% | -24.0% | -21.2% |
| 6M | +10.9% | +34.7% | -23.8% | -6.7% |
| YTD | -40.8% | +39.1% | -79.9% | -50.9% |
| 1Y | -51.7% | +60.3% | -112.0% | -65.2% |
| All | -51.7% | +59.0% | -110.7% | -65.2% |
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