-80.8%
FIG vs CPAY
+24.7%
-105.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | -12.2% | -2.7% | -9.5% | -10.5% |
| 30D | -11.0% | +0.6% | -11.5% | -11.3% |
| 3M | +11.9% | +17.0% | -5.2% | +1.1% |
| 6M | -21.9% | +24.1% | -46.0% | -31.7% |
| YTD | -40.8% | +35.7% | -76.5% | -51.1% |
| 1Y | -56.6% | +34.0% | -90.7% | -64.5% |
| All | -80.8% | +24.7% | -105.5% | -84.2% |
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 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