-9.3%
FLUT vs CPAY
+155.2%
-164.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -2.0% | +2.4% | +0.9% |
| 30D | +2.5% | -0.4% | +2.9% | +2.7% |
| 3M | -9.2% | +16.4% | -25.6% | -12.7% |
| 6M | -8.2% | +23.5% | -31.8% | -13.2% |
| YTD | -53.2% | +35.7% | -88.9% | -57.0% |
| 1Y | -65.6% | +30.2% | -95.8% | -68.1% |
| 3Y | -43.6% | +49.7% | -93.3% | -49.3% |
| 5Y | -50.3% | +56.6% | -106.9% | -56.7% |
| All | -9.3% | +155.2% | -164.5% | -21.3% |
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