+890.0%
FN vs CPAY
+142.6%
+747.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.1% |
| 7D | +3.5% | +0.6% | +3.0% | +3.2% |
| 30D | -26.0% | +3.6% | -29.6% | -27.3% |
| 3M | -33.3% | +16.6% | -49.9% | -38.1% |
| 6M | -14.9% | +29.5% | -44.4% | -25.3% |
| YTD | -8.6% | +35.3% | -43.8% | -21.8% |
| 1Y | +12.3% | +30.6% | -18.3% | -3.2% |
| 3Y | +174.4% | +49.7% | +124.7% | +122.1% |
| 5Y | +296.4% | +54.4% | +242.0% | +209.4% |
| 10Y | +890.0% | +142.8% | +747.2% | +533.1% |
| All | +890.0% | +142.6% | +747.5% | +533.1% |
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