-55.8%
FIG vs CPAY
+29.9%
-85.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.8% |
| 7D | -16.3% | +2.1% | -18.4% | -17.6% |
| 30D | -14.3% | +5.5% | -19.9% | -17.6% |
| 3M | +7.2% | +16.6% | -9.4% | -3.7% |
| 6M | -18.6% | +26.7% | -45.3% | -30.3% |
| YTD | -35.5% | +38.4% | -73.8% | -48.2% |
| 1Y | -55.8% | +30.1% | -85.9% | -58.3% |
| All | -55.8% | +29.9% | -85.7% | -58.3% |
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