+1,046.7%
FIX vs CPAY
+86.4%
+960.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.2% |
| 7D | -7.2% | +11.9% | -19.1% | -11.5% |
| 30D | -35.1% | +15.1% | -50.2% | -38.9% |
| 3M | -34.3% | +16.5% | -50.8% | -38.7% |
| 6M | -42.9% | +33.1% | -76.1% | -50.3% |
| YTD | +19.5% | +52.2% | -32.7% | -4.5% |
| 1Y | +16.8% | +65.6% | -48.8% | -10.8% |
| 3Y | +506.7% | +100.2% | +406.5% | +318.3% |
| 5Y | +1,046.7% | +87.6% | +959.1% | +689.6% |
| All | +1,046.7% | +86.4% | +960.3% | +689.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling