+12.5%
FN vs CPAY
+29.9%
-17.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | -1.7% | +2.1% | -3.8% | -1.8% |
| 30D | -22.0% | +5.5% | -27.5% | -22.4% |
| 3M | -43.0% | +16.6% | -59.6% | -43.8% |
| 6M | -27.7% | +26.7% | -54.4% | -30.0% |
| YTD | -10.5% | +38.4% | -48.9% | -14.2% |
| 1Y | +12.5% | +30.1% | -17.6% | +4.9% |
| All | +12.5% | +29.9% | -17.4% | +4.9% |
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