+6,182.4%
FIX vs CPAY
+155.3%
+6,027.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | +0.7% | -2.7% | +3.3% | +1.8% |
| 30D | -5.7% | +0.6% | -6.3% | -6.2% |
| 3M | -7.4% | +17.0% | -24.5% | -14.9% |
| 6M | +15.1% | +24.1% | -9.0% | +1.4% |
| YTD | +70.7% | +35.7% | +35.0% | +42.2% |
| 1Y | +111.9% | +34.0% | +77.9% | +76.2% |
| 3Y | +759.5% | +50.3% | +709.3% | +567.6% |
| 5Y | +2,164.4% | +56.7% | +2,107.7% | +1,575.3% |
| All | +6,182.4% | +155.3% | +6,027.1% | +3,717.3% |
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 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