-25.7%
FN vs CPAY
+59.0%
-84.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -8.9% | -6.0% |
| 7D | -7.0% | +5.7% | -12.7% | -7.2% |
| 30D | -24.7% | +4.2% | -28.9% | -24.9% |
| 3M | -35.7% | +5.6% | -41.2% | -36.0% |
| 6M | -52.4% | +34.7% | -87.1% | -54.9% |
| YTD | -25.0% | +39.1% | -64.1% | -29.1% |
| 1Y | -25.7% | +60.3% | -85.9% | -27.2% |
| All | -25.7% | +59.0% | -84.7% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling