+168.9%
FN vs CPAY
+51.9%
+117.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | -1.7% | +2.1% | -3.8% | -2.5% |
| 30D | -22.0% | +5.5% | -27.5% | -23.9% |
| 3M | -43.0% | +16.6% | -59.6% | -46.9% |
| 6M | -27.7% | +26.7% | -54.4% | -35.9% |
| YTD | -10.5% | +38.4% | -48.9% | -25.0% |
| 1Y | +12.5% | +30.1% | -17.6% | -2.8% |
| All | +168.9% | +51.9% | +117.0% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling