+1,814.5%
FN vs CPAY
+1,565.5%
+249.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | -1.7% | +2.1% | -3.8% | -2.6% |
| 30D | -22.0% | +5.5% | -27.5% | -24.0% |
| 3M | -43.0% | +16.6% | -59.6% | -47.2% |
| 6M | -27.7% | +26.7% | -54.4% | -36.2% |
| YTD | -10.5% | +38.4% | -48.9% | -24.6% |
| 1Y | +12.5% | +30.1% | -17.6% | -3.5% |
| 3Y | +153.8% | +52.6% | +101.2% | +101.7% |
| 5Y | +288.0% | +59.0% | +229.0% | +196.2% |
| 10Y | +906.4% | +148.4% | +758.0% | +487.3% |
| All | +1,814.5% | +1,565.5% | +249.0% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling