+284.0%
FITB vs CPAY
+155.2%
+128.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.3% | -2.0% | +1.7% | +0.8% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | +3.2% | +16.4% | -13.2% | -6.0% |
| 6M | +23.4% | +23.5% | -0.1% | +7.2% |
| YTD | +18.8% | +35.7% | -16.9% | -4.3% |
| 1Y | +25.0% | +30.2% | -5.2% | +2.7% |
| 3Y | +131.2% | +49.7% | +81.5% | +67.6% |
| 5Y | +70.7% | +56.6% | +14.1% | +17.3% |
| All | +284.0% | +155.2% | +128.9% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling