+3,644.4%
FIX vs CPAY
+203.9%
+3,440.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -13.9% | +13.1% | -27.0% | -19.0% |
| 30D | -35.5% | +15.5% | -51.1% | -40.1% |
| 3M | -33.9% | +14.7% | -48.6% | -38.7% |
| 6M | -43.3% | +33.6% | -76.9% | -51.6% |
| YTD | +18.7% | +52.7% | -34.1% | -7.4% |
| 1Y | +13.8% | +63.5% | -49.8% | -14.4% |
| 3Y | +495.0% | +98.8% | +396.2% | +299.4% |
| 5Y | +1,049.0% | +88.6% | +960.5% | +670.8% |
| 10Y | +3,644.4% | +213.8% | +3,430.7% | +2,046.1% |
| All | +3,644.4% | +203.9% | +3,440.5% | +2,046.1% |
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