+524.6%
FITB vs CPAY
+1,524.4%
-999.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.4% | -2.5% | +2.1% | +0.9% |
| 30D | -5.1% | +1.3% | -6.4% | -5.9% |
| 3M | +3.5% | +13.5% | -9.9% | -3.7% |
| 6M | +17.2% | +24.7% | -7.5% | +2.4% |
| YTD | +17.6% | +34.9% | -17.3% | -3.2% |
| 1Y | +23.4% | +29.7% | -6.3% | +3.2% |
| 3Y | +129.7% | +49.4% | +80.4% | +72.7% |
| 5Y | +68.4% | +53.5% | +14.9% | +22.5% |
| 10Y | +285.6% | +152.5% | +133.2% | +123.7% |
| All | +524.6% | +1,524.4% | -999.8% | +68.7% |
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