+3.9%
FLR vs CPAY
+1,524.4%
-1,520.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.0% |
| 7D | -3.1% | -2.5% | -0.7% | -1.9% |
| 30D | +4.9% | +1.3% | +3.6% | +4.0% |
| 3M | +10.8% | +13.5% | -2.7% | +2.7% |
| 6M | +19.7% | +24.7% | -5.1% | +2.9% |
| YTD | +38.4% | +34.9% | +3.4% | +12.5% |
| 1Y | +34.7% | +29.7% | +5.0% | +10.6% |
| 3Y | +56.7% | +49.4% | +7.3% | +15.0% |
| 5Y | +241.6% | +53.5% | +188.1% | +140.5% |
| 10Y | +20.2% | +152.5% | -132.3% | -33.8% |
| All | +3.9% | +1,524.4% | -1,520.5% | -79.3% |
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 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