+826.4%
FN vs CPAY
+210.0%
+616.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.2% | +11.6% |
| 7D | +16.3% | +11.9% | +4.4% | +10.6% |
| 30D | -24.7% | +15.1% | -39.8% | -29.4% |
| 3M | -34.9% | +16.5% | -51.5% | -39.6% |
| 6M | -41.1% | +33.1% | -74.2% | -48.9% |
| YTD | -19.6% | +52.2% | -71.8% | -35.1% |
| 1Y | -18.5% | +65.6% | -84.1% | -36.8% |
| 3Y | +119.1% | +100.2% | +18.9% | +55.8% |
| 5Y | +206.9% | +87.6% | +119.3% | +120.3% |
| 10Y | +826.4% | +205.3% | +621.2% | +457.2% |
| All | +826.4% | +210.0% | +616.4% | +457.2% |
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 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