-71.6%
FLNC vs CPAY
+55.1%
-126.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -4.1% | -2.0% | -2.1% | -2.9% |
| 30D | -24.8% | -0.4% | -24.4% | -24.9% |
| 3M | -59.1% | +16.4% | -75.5% | -63.7% |
| 6M | -42.0% | +23.5% | -65.5% | -50.5% |
| YTD | -49.8% | +35.7% | -85.5% | -62.5% |
| 1Y | +43.1% | +30.2% | +12.9% | +9.4% |
| 3Y | -61.0% | +49.7% | -110.7% | -75.2% |
| All | -71.6% | +55.1% | -126.8% | -84.0% |
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