+166.7%
FLUT vs CPAY
+1,528.2%
-1,361.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | +3.8% | +0.6% | +3.3% | +3.7% |
| 30D | +6.3% | +3.6% | +2.7% | +5.6% |
| 3M | -4.0% | +16.6% | -20.7% | -6.8% |
| 6M | -10.3% | +29.5% | -39.8% | -14.7% |
| YTD | -53.2% | +35.3% | -88.4% | -55.9% |
| 1Y | -65.0% | +30.6% | -95.7% | -66.9% |
| 3Y | -43.9% | +49.7% | -93.6% | -48.0% |
| 5Y | -49.2% | +54.4% | -103.7% | -53.9% |
| 10Y | -9.2% | +142.8% | -152.0% | -18.9% |
| All | +166.7% | +1,528.2% | -1,361.5% | +126.8% |
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